Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates
Year of publication: |
2004-08-11
|
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Authors: | PeterTillmann |
Institutions: | Society for Computational Economics - SCE |
Subject: | term structure | expectations hypothesis | cointegration | Markov-switching | monetary policy |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2004 Number 53 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates
Tillmann, Peter, (2003)
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Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates
Tillmann, Peter, (2003)
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Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates
Tillmann, Peter, (2004)
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