Are there nonlinearities in short-term interest rates?

Sirimon Treepongkaruna, Stephen Gray

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

Cite this

@article{023276cf5e4f4beebcfa08b6dd34d5c3,

title = "Are there nonlinearities in short-term interest rates?",

author = "Sirimon Treepongkaruna and Stephen Gray",

year = "2006",

language = "English",

volume = "46",

pages = "149 -- 167",

journal = "Accounting & Finance",

issn = "0810-5391",

publisher = "Wiley-Blackwell",

number = "1",

}