Estimating the term structure with linear regressions: Getting to the roots of the problem

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2019) Estimating the term structure with linear regressions: Getting to the roots of the problem. Journal of Financial Econometrics. pp. 1-25. ISSN 1479-8409

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: The Author(s) 2019. Published by Oxford University Press. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
Dates:
  • Accepted: 10 September 2019
  • Published (online): 3 December 2019
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 12 Sep 2019 16:40
Last Modified: 22 May 2020 23:20
Published Version: https://doi.org/10.1093/jjfinec/nbz031
Status: Published online
Refereed: Yes
Identification Number: https://doi.org/10.1093/jjfinec/nbz031

Download

Accepted Version


Embargoed until: 3 December 2021

Filename: Golinski_paper_190830.pdf

Description: Golinski paper_190830

Request a copy

Share / Export

Statistics