The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach

DOI10.1515/SNDE-2018-0105OpenAlexW2994613098MaRDI QIDQ2697098

Christos Avdoulas, Stelios D. Bekiros, Brian M. Lucey

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2018-0105

zbMATH Keywords

nonlinear modelsterm structureMarkov-switchingbond yields

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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