Título:

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

Autores:

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

Revista:

European Journal Of Finance

Ano:

2012

Volume:

18

Páginas:

89-107

Códigos JEL:

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