B. GÜRİŞ, "The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test," In Selected Topics in Applied Econometrics , Berlin: Peter Lang, 2019, pp.139-147.
GÜRİŞ, B. The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test. 2019. In Selected Topics in Applied Econometrics , Peter Lang, Berlin, 139-147.
GÜRİŞ, B., (2019). The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test. Selected Topics in Applied Econometrics (pp.139-147), Berlin: Peter Lang.
GÜRİŞ, Burak. "The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test." In Selected Topics in Applied Econometrics , 139-147. Berlin: Peter Lang, 2019
GÜRİŞ, Burak. "The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test." Selected Topics in Applied Econometrics , Peter Lang, 2019, pp.139-147.
GÜRİŞ, B. (2019) "The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test", Selected Topics in Applied Econometrics . Berlin: Peter Lang.
@bookchapter{bookchapter, author ={Burak GÜRİŞ}, chaptertitle={The Expectations Hypothesis of the Term Structure of Interest Rates: Evidence from the Fourier Cointegration Test}, booktitle={ Selected Topics in Applied Econometrics}, publisher={Peter Lang}, city={Berlin},year={2019} }