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Applied Economics Letters Volume 2, 1995 - Issue 4
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Original Articles

IGARCH and variance change in the US long-run interest rate

Philip Hans Franses Department of Econometrics, Econometric Institute, Erasmus University Rotterdam, PO Box 1738, NL-3000 DR, Rotterdam, The Netherlands
Pages 113-114 | Received 30 Nov 1994, Published online: 02 Nov 2006

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Ekaterini Tsouma. (2007) Stock return dynamics and stock market interdependencies. Applied Financial Economics 17:10, pages 805-825.
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Cathy Yi-Hsuan Chen & Thomas C. Chiang. (2016) Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. Review of Quantitative Finance and Accounting 49:1, pages 1-28.
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