The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
The validity of the expectations hypothesis of the term structure is examined for a sample of Asian countries. A panel stationarity testing procedure is employed that addresses both structural breaks and cross-sectional dependence. Asian term structures are found to be stationary and supportive of t...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2011
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22173 https://doi.org/10.1016/j.iref.2010.11.021 |