Bookbot
The book is currently out of stock

Analysis of the German term structure with robust cointegration methods

More about the book

Using conventional techiques, several authors have rejected the rational expectations hypothesis at the long end of the German term structure of interest rates. The aim of this work is to challenge this finding with the help of robust estimations and testing methods. For this purpose, we extensively review the growing literature on robust unit roots tests and conduct a thorough Monte-Carlo study which yields evidences in favour of test statistics that are based on the assumption of an underlying Student's distribution.

Book purchase

Analysis of the German term structure with robust cointegration methods, Kai Carstensen

Language
Released
2001
We’ll notify you via email once we track it down.

Payment methods