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

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