When Unit Roots Matter: Excess Volatility and Excess Smoothness of Long-Term Interest Rates

Research output: Contribution to journalArticleAcademicpeer-review

361 Downloads (Pure)

Fingerprint

Dive into the research topics of 'When Unit Roots Matter: Excess Volatility and Excess Smoothness of Long-Term Interest Rates'. Together they form a unique fingerprint.

Keyphrases

INIS

Economics, Econometrics and Finance