Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
| Year of publication: |
2007
|
|---|---|
| Authors: | Dai, Qiang ; Singleton, Kenneth J. ; Yang, Wei |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 20.2007, 5, p. 1669-1706
|