Title:

Mean Reversion of Short-Run Interest Rates: Empirical Evidence from New EU Countries

Authors:

Luis Gil Alana (U Navarra)
Roman Matousek (London Metropolitan U)
Carlos Pestana Barros (UTL, ISEG, UTL)

Journal:

European Journal Of Finance

Year:

2012

Volume:

18

Pages:

89-107

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets