Bond pricing when the short-term interest rate follows a threshold process (Q3605240): Difference between revisions

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+W3126091833
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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+Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
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+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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+The term structure of interest rates and regime shifts
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+Nonlinear interest rate dynamics and implications for the terms structure
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+An equilibrium characterization of the term structure
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