Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238): Difference between revisions

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+https://doi.org/10.1007/s10690-009-9098-0
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+W1990637811
@@ Property / OpenAlex ID: W1990637811 / rank @@
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+A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK
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