Advanced search
Publication Cover
Applied Economics Letters Volume 9, 2002 - Issue 3
Submit an article Journal homepage
51
Views
8
CrossRef citations to date
0
Altmetric
Original Articles

Is the term structure nonlinear? A semiparametric investigation

Lance Bachmeier
Pages 151-153 | Published online: 07 Oct 2010

Citations (8)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

Patrick Saart, Jiti Gao & Nam Hyun Kim. (2014) Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics 26:1, pages 141-169.
Read now
George E. Halkos & Stephanos T. Papadamou. (2007) Significance of risk modelling in the term structure of interest rates. Applied Financial Economics 17:3, pages 237-247.
Read now
Daiki Maki. (2006) Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework. Applied Financial Economics 16:17, pages 1301-1307.
Read now

Articles from other publishers (5)

Nguyen Thanh Ha & Bui Huy Tung. 2022. Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics. Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics 591 600 .
Ayşen Araç & A. Yasemin Yalta. (2015) Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis. Finance Research Letters 15, pages 41-48.
Crossref
Liangjun Su & Halbert White. (2010) TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS. Econometric Theory 26:6, pages 1761-1806.
Crossref
Patrick W. Saart & Jiti Gao. (2012) Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. SSRN Electronic Journal.
Crossref
Zhuo Qiao, Venus Khim-Sen Liew & Wing-Keung Wong. (2010) Linearity and Stationarity of G7 Government Bond Returns. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.