Linearity and stationarity of G7 government bond returns

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Linearity and stationarity of G7 government bond returns

This study investigates the linearity and stationarity properties of government bond returns for the G7 economies. Our results from Luukkonen et al. (198 8) linearity test reveal the nonlinear nature of all of the G7 bond returns. Furthermore, we had determined that they are s...

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Bibliographic Details
Main Authors:	Liew, Venus Khim-Sen, Qiao, Zhuo, Wong, Wing-Keung
Format:	Article
Language:	English
Published:	Economics Bulletin 2010
Subjects:	H Social Sciences (General)
Online Access:	http://ir.unimas.my/id/eprint/18000/ http://ir.unimas.my/id/eprint/18000/1/Linearity%20and%20stationarity.pdf

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