Analysing one-month Euro-market interest rates by fractionally integrated models

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Applied Financial Economics

ISSN: 0960-3107

Year of publication: 2005

Volume: 15

Issue: 2

Pages: 95-106

Type: Article

DOI: 10.1080/0960310042000293155 GOOGLE SCHOLAR

Sustainable development goals