Most studies examining the expectations hypothesis (EH) of the term structure of interest
rates assume that the adjustment process between short term and long term interest rates is …

This book seeks to provide a comprehensive analysis of the economic and financial
conditions of Mauritius. A rigorous analysis of the financial sector of Mauritius is provided …

In this paper, we apply a novel econometric approach joint with an exhaustive revision of the
main events in the history of US monetary policy in order to check the effectiveness of …

In this paper, we consider the possibility that a fractionally cointegrated vector
autoregressive (FCVAR) model could serve as a novel empirical tool for examining the US …

In this chapter, we summarized an empirical review of the EHTS aiming to establish the
adequate procedures for its measurement by using time series. On one hand, the chapter …

Nghiên cứu này sử dụng dữ liệu trên thị trường trái phiếu chính phủ Việt Nam trong giai
đoạn 2009–2019 để nghiên cứu cấu trúc kỳ hạn của lãi suất và kiểm định giả thuyết kỳ …

The key objective in the current paper is to analyze the cointegration relationship in the
Vietnam bond market. Employing two different methods regarding linear cointegration test …

The long run relationship between short term and long term interest rates has drawn much
attention since European sovereign debt crisis in 2011-2012. Motivated by this observation …

Tesis doctoral (Lectura 23/03/2020). Director: Antonio Aníbal Golpe Moya. Tribunal: Emilio
Congregado Ramírez de Aguilera (presidente); Jesús Rodríguez López (secretaria); …

The current study sheds light on the Lombard Rate which had been used as the main stance
for monetary policy in Mauritius prior to the introduction of the Key Repo Rate. Results show …