The term structure of interest rates and regime shifts (Q672787)
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scientific article; zbMATH DE number 985194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term structure of interest rates and regime shifts |
scientific article; zbMATH DE number 985194 |
Statements
The term structure of interest rates and regime shifts (English)
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28 February 1997
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Term structure
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Regime changes
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Markov switching
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VAR
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0.96946067
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0.9391612
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0.9160724
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0.90799755
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0.9009299
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0.8956773
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0.89565563
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0.89106137
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