Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587)
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scientific article; zbMATH DE number 983603
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| English | Testing the term structure of interest rates using a stationary vector autoregression with regime switching |
scientific article; zbMATH DE number 983603 |
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Testing the term structure of interest rates using a stationary vector autoregression with regime switching (English)
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27 February 1997
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Regime switching
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Term structure of interest rates
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Vector autoregressions
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0.8682866
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0.86614794
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0.8655045
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0.86392593
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0.8601228
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