An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475)
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scientific article; zbMATH DE number 6996403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk |
scientific article; zbMATH DE number 6996403 |
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An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (English)
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21 December 2018
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interest rate
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risk premium
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term structure
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yield curve
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regime shift
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