Pages that link to "Item:Q4562475"
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The following pages link to An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475):
Displaying 12 items.
- The term structure of interest rates and regime shifts (Q672787) (← links)
- Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291) (← links)
- Estimating a fuzzy term structure of interest rates using fuzzy regression techniques. (Q1420466) (← links)
- A competing risks analysis of the duration of federal target funds rates (Q1762045) (← links)
- The term structure of interest rates under regime shifts and jumps (Q1929464) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT (Q3606397) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
- A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
