Blar i NHH Brage på forfatter "Bremnes, Helge"
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Linkages among interest rates in the United States, Germany and Norway
Bremnes, Helge; Gjerde, Øystein; Sættem, Frode (Report, Research report, 2000-10)The Johansen multivariate cointegration methodology is utilized to analyze relationships among short-term and long-term interest rates in the United States, Germany and Norway. A variance decomposition approach is applied ...