Modèles à changement de régime et test de la théorie des anticipations rationnelles de la structure par terme des taux d'intérêt en France
Year of publication: |
2004
|
---|---|
Authors: | Rautureau, Nicolas |
Published in: |
Economie & prévision : EP. - Paris : Documentation Française, ISSN 0249-4744, ZDB-ID 779090-9. - Vol. 163.2004, 2, p. 117-129
|
Subject: | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Deutsche Mark | Französischer Franc | French franc | Frankreich | France |
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