A Cointegration Analysis of Treasury Bill Yields

Authors
Anthony D. Hall Heather M. Anderson Clive W. J. Granger
Citation
Anthony D. Hall et al., A Cointegration Analysis of Treasury Bill Yields, Review of economics and statistics, LXXI(01), 1992, pp. 116
Journal title
Review of economics and statistics → ACNP
ISSN journal
00346535
Volume
LXXI
Issue
01
Year of publication
1992
Database
ICR
SICI code
0034-6535(1992)LXXI:01<116:ACAOTB>2.0.ZU;2-8