مرکز منطقه ای اطلاع رساني علوم و فناوري - Short rate nonlinearities and regime switches

Title of article :

Short rate nonlinearities and regime switches

Author/Authors :

Andrew Ang، نويسنده , , Geert Bekaert، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

1243

To page :

1274

Keywords :

Drift , Regime switching , Volatility , Short rate , Term spread

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2002

Journal title :

Journal of Economic Dynamics and Control

Record number :

238159

Link To Document :