Linearity and stationarity of G7 government bond returns
This study investigates the linearity and stationarity properties of government bond returns for the G7 economies. Our results from Luukkonen et al. (198 8) linearity test reveal the nonlinear nature of all of the G7 bond returns. Furthermore, we had determined that they are s...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Economics Bulletin
2010
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18000/1/Linearity%20and%20stationarity.pdf http://ir.unimas.my/id/eprint/18000/ https://www.researchgate.net/publication/228219603 |
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