Fractional Cointegration Analysis of International Long Term Interest Rates

John Barkoulas, C. F. Baum, G. S. Oguz

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	International Journal of Finance
Volume	9
State	Published - 1997

Keywords

@article{e9463d5b76a34dbfa0f2b7d3f289af87,

title = "Fractional Cointegration Analysis of International Long Term Interest Rates",

keywords = "Fractional cointegration analysis, International, Long term, Interest rates",

author = "John Barkoulas and Baum, {C. F.} and Oguz, {G. S.}",

year = "1997",

language = "American English",

volume = "9",

journal = "International Journal of Finance",

}

TY - JOUR

T1 - Fractional Cointegration Analysis of International Long Term Interest Rates

AU - Barkoulas, John

AU - Baum, C. F.

AU - Oguz, G. S.

PY - 1997

Y1 - 1997

KW - Fractional cointegration analysis

KW - International

KW - Long term

KW - Interest rates

UR - https://dlib.bc.edu/islandora/object/bc-ir%3A102903

M3 - Article

VL - 9

JO - International Journal of Finance

JF - International Journal of Finance

ER -