Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates
Year of publication: |
2002-04
|
---|---|
Authors: | Vázquez Pérez, Jesús ; Huerta, Gutiérrez ; José, María |
Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
Subject: | term-structure | risk premium | Markov regime-switching |
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