A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645)
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scientific article; zbMATH DE number 2239026
Language | Label | Description | Also known as |
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English | A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK |
scientific article; zbMATH DE number 2239026 |
Statements
A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (English)
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15 December 2005
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Markov regime shifts
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