The nonlinear causal relationship between short‐ and long‐term interest rates: An empirical assessment of the United States, the United Kingdom, and Japan

IF 1.3 4区经济学 Q3 BUSINESS, FINANCE

International Finance Pub Date : 2021-12-27 DOI:10.1111/infi.12400

Huiqing Li, Yang Su

引用次数: 5

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短期和长期利率之间的非线性因果关系:对美国、英国和日本的实证评估

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

International Finance Multiple-

CiteScore

2.50

自引率

8.30%

发文量

期刊介绍： International Finance is a highly selective ISI-accredited journal featuring literate and policy-relevant analysis in macroeconomics and finance. Specific areas of focus include: · Exchange rates · Monetary policy · Political economy · Financial markets · Corporate finance The journal''s readership extends well beyond academia into national treasuries and corporate treasuries, central banks and investment banks, and major international organizations. International Finance publishes lucid, policy-relevant writing in macroeconomics and finance backed by rigorous theory and empirical analysis. In addition to the core double-refereed articles, the journal publishes non-refereed themed book reviews by invited authors and commentary pieces by major policy figures. The editor delivers the vast majority of first-round decisions within three months.