Nonlinear interest rate dynamics and implications for the terms structure (Q1126499): Difference between revisions
From MaRDI portal
Revision as of 15:13, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear interest rate dynamics and implications for the terms structure |
scientific article |
Statements
Nonlinear interest rate dynamics and implications for the terms structure (English)
0 references
8 December 1996
0 references
SETAR models
0 references
nonlinear dynamics
0 references
short-term interest rate
0 references
United States
0 references
autoregressive threshold model
0 references
conditional heteroskedasticity
0 references
term structure of interest rates
0 references