Non-Linear Interest Rate Dynamics and Forecasting: Evidence for US and Australian Interest Rates

David Gordon McMillan

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	139-155
Journal	International Journal of Finance and Economics
Volume	14
Issue number	2
Early online date	5 Sept 2007
DOIs	https://doi.org/10.1002/ijfe.358
Publication status	Published - Apr 2009

Access to Document

@article{d90b6c6d6814467a9c86df46f72a860b,

title = "Non-Linear Interest Rate Dynamics and Forecasting: Evidence for US and Australian Interest Rates",

author = "McMillan, {David Gordon}",

year = "2009",

month = apr,

doi = "10.1002/ijfe.358",

language = "English",

volume = "14",

pages = "139--155",

journal = "International Journal of Finance and Economics",

issn = "1076-9307",

publisher = "John Wiley & Sons, Ltd",

number = "2",

}

TY - JOUR

T1 - Non-Linear Interest Rate Dynamics and Forecasting: Evidence for US and Australian Interest Rates

AU - McMillan, David Gordon

PY - 2009/4

Y1 - 2009/4

U2 - 10.1002/ijfe.358

DO - 10.1002/ijfe.358

M3 - Article

SN - 1076-9307

VL - 14

SP - 139

EP - 155

JO - International Journal of Finance and Economics

JF - International Journal of Finance and Economics

IS - 2

ER -