مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying excess returns on UK government bonds: A non-linear approach

Title of article :

Time-varying excess returns on UK government bonds: A non-linear approach

Author/Authors :

Ilias Lekkos، نويسنده , , Costas Milas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

Interest rates , Excess returns , Regime-switching models , Smooth transition

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193557

Link To Document :