Pages that link to "Item:Q1929464"

The following pages link to The term structure of interest rates under regime shifts and jumps (Q1929464):

Displaying 13 items.

• Monetary policy regimes and the term structure of interest rates (Q386942) (← links)
• The term structure of interest rates and regime shifts (Q672787) (← links)
• Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238) (← links)
• The surprise element: Jumps in interest rates. (Q1858907) (← links)
• Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
• The effects of monetary policy regime shifts on the term structure of interest rates (Q2687866) (← links)
• Real options with priced regime-switching risk (Q2853377) (← links)
• Market Anticipation of Fed Policy Changes and the Term Structure of Interest Rates* (Q3564678) (← links)
• The Term Structure of Interest Rates: Bounded or Falling? (Q4707096) (← links)
• A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
• The term structure of interest rates over the business cycle (Q5894589) (← links)
• The term structure of interest rates over the business cycle (Q5906548) (← links)