Mean Reversion of Short-run Nominal Interest Rates in Emerging Countries
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 97 === In this paper we examine the stochastic properties of short-run nominal interest rate in several emerging countries using numerous unit root tests. For that purpose, this paper employs conventional unit root tests as well as panel unit root tests that explic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35689993227198352772 |