Pages that link to "Item:Q5714645"
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The following pages link to A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645):
Displaying 16 items.
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- The term structure of interest rates and regime shifts (Q672787) (← links)
- Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238) (← links)
- The term structure of interest rates under regime shifts and jumps (Q1929464) (← links)
- The effects of monetary policy regime shifts on the term structure of interest rates (Q2687866) (← links)
- Semi-Markov regime switching interest rate models under minimal entropy martingale measure (Q2824326) (← links)
- Real options with priced regime-switching risk (Q2853377) (← links)
- Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium (Q3406022) (← links)
- A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT (Q3606397) (← links)
- BEHAVIOR OF INTEREST RATES IN A GENERAL EQUILIBRIUM MULTISECTOR MODEL WITH IRREVERSIBLE INVESTMENT (Q4233512) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)
