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Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
Ahrens, Ralf, (2000)
Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier, (1996)
Expectations hypothesis and stochastic volatilities
Frachot, Antoine, (1993)
Interest rates, government purchases, and budget deficits : a forward-looking model
Dua, Pami, (1993)
Survey evidence on the term structure of interest rates
Dua, Pami, (1991)
A policy reaction function for nominal interest rates in the UK, 1972Q3 - 1982Q4
Dua, Pami, (1988)