The term structure of Japanese interest rates: The equilibrium spread with asymmetric dynamics

Journal of the Japanese and International Economies

Volumn 18, Issue 1, 2004, Pages 84-98

  Kuo, Shew Huei ^a   Enders, Walter ^b  

^a ASIAN DEVELOPMENT BANK   (Philippines)

^b UNIVERSITY OF ALABAMA   (United States)

Author keywords

Euro yen rates; Nonlinear adjustment; Threshold autoregression

Indexed keywords

EID: 1442355381     PISSN: 08891583     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0889-1583(03)00046-7     Document Type: Article

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