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Applied Economics Letters Volume 29, 2022 - Issue 4
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Research Article

Non-linearities and persistence in US long-run interest rates

Guglielmo Maria Caporalea Department of Economics and Finance, Brunel University London, Middlesex, UKCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0144-4135View further author information
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Luis Alberiko Gil-Alanab Departamento de Métodos Cuantitativos de la Facultad de Ciencias Económicas y Empresariales, University of Navarra, Pamplona, Spain;c Universidad Francisco de Vitoria, Madrid, SpainORCID Iconhttps://orcid.org/0000-0002-5760-3123View further author information
ORCID Icon &
Miguel Ángel Martin-Valmayorc Universidad Francisco de Vitoria, Madrid, Spain;d Universidad Complutense de Madrid, Madrid, SpainORCID Iconhttps://orcid.org/0000-0003-4522-9960View further author information
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Pages 366-370 | Published online: 09 Mar 2021

Citations (3)

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Read on this site (1)

Juan Carlos Cuestas & Luis Alberiko Gil-Alana. (2023) The Euribor rate: a forecasting exercise based on fractional integration. Applied Economics Letters 0:0, pages 1-4.
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Articles from other publishers (2)

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana & Carlos Poza. (2022) The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields. The Quarterly Review of Economics and Finance 86, pages 118-123.
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Giorgio Canarella, Luis A. Gil‐Alana, Rangan Gupta & Stephen M. Miller. (2022) The behaviour of real interest rates: New evidence from a 'suprasecular' perspective. International Finance 25:1, pages 46-64.
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