Kautilya

Browsing Conference Papers by Subject "Cointegration"

Browsing Conference Papers by Subject "Cointegration"

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  • Mayank, Shivam; Jayadev, M (2012-06-07)
    Using five benchmark rates from the Indian Money Market, this paper tests the Expectation Hypothesis (EH) with constant term premium. The data analysis draws on Johansen’s test for multivariate cointegration and the ...

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