Pages that link to "Item:Q672787"

The following pages link to The term structure of interest rates and regime shifts (Q672787):

Displaying 24 items.

• Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025) (← links)
• Monetary policy regimes and the term structure of interest rates (Q386942) (← links)
• Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
• From structural assumptions to a link between assets and interest rates (Q959749) (← links)
• Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255) (← links)
• The persistence in volatility of the US term premium 1970--1986 (Q1352231) (← links)
• The revival of the expectations hypothesis of the US term structure of interest rates (Q1389754) (← links)
• Term structure views of monetary policy under alternative models of agent expectations (Q1583315) (← links)
• Short rate nonlinearities and regime switches. (Q1605421) (← links)
• The term premium, time varying interest rate volatility and central bank policy reaction (Q1608822) (← links)
• Regime changes and interest rate risk (Q1667908) (← links)
• Spectral analysis as a tool for financial policy: an analysis of the short-end of the British term structure (Q1827435) (← links)
• Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes. (Q1853642) (← links)
• The term structure of interest rates under regime shifts and jumps (Q1929464) (← links)
• Are German money market rates well behaved? (Q1978477) (← links)
• The effects of monetary policy regime shifts on the term structure of interest rates (Q2687866) (← links)
• Interest rate dynamics and consistent forward rate curves (Q2757307) (← links)
• Bond pricing when the short-term interest rate follows a threshold process (Q3605240) (← links)
• The Term Structure of Interest Rates: Bounded or Falling? (Q4707096) (← links)
• The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
• (Q5500983) (← 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)