Regime shifts in a dynamic term structure model of US treasury bond yields
Qiang Dai; Kenneth J. Singleton; Wei Yang
| 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 1043666-2. - Vol. 20.2007, 5, p. 1669-1706
|
| Subject: | Staatspapier | Government securities | Zinsstruktur | Yield curve | Zero-Bond | Zero-coupon bond | USA | United States | 1970-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003621217