EconPapers    
Economics at your fingertips  
 

Nonstationary term premia and cointegration of the term structure

Kai Carstensen ()

Economics Letters, 2003, vol. 80, issue 3, pages 409-413

Date: 2003
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V84 ... 97618aafe332b3f60ba1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:ecolet:v:80:y:2003:i:3:p:409-413

Access Statistics for this article

Economics Letters is edited by E. Maskin

More articles in Economics Letters from Elsevier
Series data maintained by Heidi Boesdal ().

 
Page updated 2009-11-23
Handle: RePEc:eee:ecolet:v:80:y:2003:i:3:p:409-413