Regime shifts, risk premiums in the term structure, and the business cycle

Ravi Bansal; George Tauchen; Hao Zhou

Year of publication:	2004
Authors:	Bansal, Ravi ; Tauchen, George Eugene ; Zhou, Hao
Published in:	Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 22.2004, 4, p. 396-409
Subject:	regime switching \| Zinsstruktur \| Yield curve \| Staatspapier \| Government securities \| Kapitaleinkommen \| Capital income \| Risikoprämie \| Risk premium \| Zeitreihenanalyse \| Time series analysis \| Wirtschaftsindikator \| Economic indicator \| Schätzung \| Estimation \| USA \| United States

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