CHANGE DETECTION AND THE CAUSAL IMPACT OF THE YIELD CURVE

CHANGE DETECTION AND THE CAUSAL IMPACT OF THE YIELD CURVE

Shi, Shuping ; Phillips, Peter ; Hurn, Stan
Identifier: http://hdl.handle.net/2292/46332
Issue Date: 2018-11-01
Reference: JOURNAL OF TIME SERIES ANALYSIS 39(6):966-987 01 Nov 2018
Rights: Copyright: John Wiley & Sons Ltd
Rights (URI): https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm
Rights (URI): https://authorservices.wiley.com/author-resources/Journal-Authors/licensing/self-archiving.html

Show full item record

Files in this item

Icon
Size: 616.9Kb
Format: PDF
Description: Accepted version
Icon
DOI: 10.1111/jtsa.12427
Icon
Related URL: http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000446452800011&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d
Find Full text

This item appears in the following Collection(s)

Share

Search ResearchSpace


Browse

Statistics