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Applied Economics Letters Volume 5, 1998 - Issue 8
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Original Articles

Cointegration and German bond yields

Jurgen Wolters
Pages 497-502 | Published online: 05 Oct 2010

Citations (6)

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Read on this site (3)

Till Strohsal & Enzo Weber. (2014) Mean-variance cointegration and the expectations hypothesis. Quantitative Finance 14:11, pages 1983-1997.
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Minoas Koukouritakis & Leo Michelis. (2008) The term structure of interest rates in the 12 newest EU countries. Applied Economics 40:4, pages 479-490.
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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.
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Articles from other publishers (3)

Dietmar Bauer & Martin Wagner. (2009) Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis 53:6, pages 1954-1973.
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Martin T. Bohl & Pierre L. Siklos. (2004) The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure. Review of International Economics 12:3, pages 495-508.
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Martin T. Bohl & Pierre L. Siklos. (2002) The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure. SSRN Electronic Journal.
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