Publication:

Forecasting interest rates: an application of the stochastic unit root and stochastic cointegration frameworks (2008)

Author(s): Sollis R

      • Book Title: Forecasting in the Presence of Structural Breaks and Model Uncertainty
      • Pages: 535-559
      • Publisher: Emerald
      • Publication type: Book chapter
      • Bibliographic status: Published
        Staff

        Professor Robert Sollis
        Professor of Financial Economics, Subject Group Head (Economics)