Long-term nominal interest rates and domestic fundamentals

Review of Financial Economics

Volumn 11, Issue 2, 2002, Pages 119-130

  Caporale, Guglielmo Maria ^a   Williams, Geoffrey ^b  

^a LONDON SOUTH BANK UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Bond markets; Causality; Cointegration; Exogeneity; Fiscal and monetary policy; Philips Hansen fully modified estimator; Term structure

Indexed keywords

EID: 0036272212     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(02)00038-1     Document Type: Article

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