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Chapter title |
Testing Uncovered Interest Rate Parity and Term Structure Using Multivariate Threshold Cointegration
|
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Chapter number | 10 |
Book title |
Computational Methods in Financial Engineering
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Published by |
Springer, Berlin, Heidelberg, January 2008
|
DOI | 10.1007/978-3-540-77958-2_10 |
Book ISBNs |
978-3-54-077957-5, 978-3-54-077958-2
|
Authors |
Jaya Krishnakumar, David Neto |