Nonlinear interest rate dynamics and implications for the terms structure (Q1126499)
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scientific article; zbMATH DE number 955411
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| English | Nonlinear interest rate dynamics and implications for the terms structure |
scientific article; zbMATH DE number 955411 |
Statements
Nonlinear interest rate dynamics and implications for the terms structure (English)
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8 December 1996
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SETAR models
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nonlinear dynamics
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short-term interest rate
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United States
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autoregressive threshold model
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conditional heteroskedasticity
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term structure of interest rates
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0.94982684
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0.9223113
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0.9016882
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0.8921491
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