Matches in SemOpenAlex for { <https://semopenalex.org/work/W3021756767> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W3021756767 abstract "This paper explores the correlations of the short- and long-term interest rates through time in South Africa. Two time series techniques are utilised: the Kapetanios et al. (2003) nonlinear STAR unit root test and the asymmetric cointegration with threshold adjustment test of Enders and Siklos (2001). We find the interest rates (i.e., the SARB policy rate and the yield on long-term government bonds) to be cointegrated with fairly weak threshold adjustment. In addition, we find a distinct causal flow from the yield on long-term government bonds to the SARB policy rate with momentum equilibrium adjustment symmetry, indicating that linear error correction models may fit the yield curves in South Africa better." @default.
- W3021756767 created "2020-05-13" @default.
- W3021756767 creator A5019955517 @default.
- W3021756767 date "2017-01-01" @default.
- W3021756767 modified "2023-09-23" @default.
- W3021756767 title "On the term structure of South African interest rates: cointegration and threshold adjustment" @default.
- W3021756767 doi "https://doi.org/10.1504/ijse.2017.087061" @default.
- W3021756767 hasPublicationYear "2017" @default.
- W3021756767 type Work @default.
- W3021756767 sameAs 3021756767 @default.
- W3021756767 citedByCount "2" @default.
- W3021756767 countsByYear W30217567672020 @default.
- W3021756767 countsByYear W30217567672021 @default.
- W3021756767 crossrefType "journal-article" @default.
- W3021756767 hasAuthorship W3021756767A5019955517 @default.
- W3021756767 hasBestOaLocation W30217567672 @default.
- W3021756767 hasConcept C10138342 @default.
- W3021756767 hasConcept C121332964 @default.
- W3021756767 hasConcept C134024062 @default.
- W3021756767 hasConcept C134121241 @default.
- W3021756767 hasConcept C139719470 @default.
- W3021756767 hasConcept C145162277 @default.
- W3021756767 hasConcept C149782125 @default.
- W3021756767 hasConcept C162324750 @default.
- W3021756767 hasConcept C175025494 @default.
- W3021756767 hasConcept C176230804 @default.
- W3021756767 hasConcept C195561663 @default.
- W3021756767 hasConcept C33923547 @default.
- W3021756767 hasConcept C61797465 @default.
- W3021756767 hasConcept C62520636 @default.
- W3021756767 hasConcept C69738904 @default.
- W3021756767 hasConcept C97355855 @default.
- W3021756767 hasConceptScore W3021756767C10138342 @default.
- W3021756767 hasConceptScore W3021756767C121332964 @default.
- W3021756767 hasConceptScore W3021756767C134024062 @default.
- W3021756767 hasConceptScore W3021756767C134121241 @default.
- W3021756767 hasConceptScore W3021756767C139719470 @default.
- W3021756767 hasConceptScore W3021756767C145162277 @default.
- W3021756767 hasConceptScore W3021756767C149782125 @default.
- W3021756767 hasConceptScore W3021756767C162324750 @default.
- W3021756767 hasConceptScore W3021756767C175025494 @default.
- W3021756767 hasConceptScore W3021756767C176230804 @default.
- W3021756767 hasConceptScore W3021756767C195561663 @default.
- W3021756767 hasConceptScore W3021756767C33923547 @default.
- W3021756767 hasConceptScore W3021756767C61797465 @default.
- W3021756767 hasConceptScore W3021756767C62520636 @default.
- W3021756767 hasConceptScore W3021756767C69738904 @default.
- W3021756767 hasConceptScore W3021756767C97355855 @default.
- W3021756767 hasLocation W30217567671 @default.
- W3021756767 hasLocation W30217567672 @default.
- W3021756767 hasOpenAccess W3021756767 @default.
- W3021756767 hasPrimaryLocation W30217567671 @default.
- W3021756767 hasRelatedWork W1371048 @default.
- W3021756767 hasRelatedWork W1485784874 @default.
- W3021756767 hasRelatedWork W1599052107 @default.
- W3021756767 hasRelatedWork W1634702030 @default.
- W3021756767 hasRelatedWork W1766053870 @default.
- W3021756767 hasRelatedWork W2002190388 @default.
- W3021756767 hasRelatedWork W2045263695 @default.
- W3021756767 hasRelatedWork W2053665233 @default.
- W3021756767 hasRelatedWork W2060200826 @default.
- W3021756767 hasRelatedWork W2076022607 @default.
- W3021756767 hasRelatedWork W2105844068 @default.
- W3021756767 hasRelatedWork W2183981509 @default.
- W3021756767 hasRelatedWork W2202736676 @default.
- W3021756767 hasRelatedWork W2397499848 @default.
- W3021756767 hasRelatedWork W2606155074 @default.
- W3021756767 hasRelatedWork W2739458130 @default.
- W3021756767 hasRelatedWork W2915046974 @default.
- W3021756767 hasRelatedWork W3122270742 @default.
- W3021756767 hasRelatedWork W3125923585 @default.
- W3021756767 hasRelatedWork W3145525295 @default.
- W3021756767 isParatext "false" @default.
- W3021756767 isRetracted "false" @default.
- W3021756767 magId "3021756767" @default.
- W3021756767 workType "article" @default.