Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
| Year of publication: |
2004
|
|---|---|
| Authors: | Bansal, Ravi ; Tauchen, George ; Zhou, Hao |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 22.2004, October, p. 396-409
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005732677