Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift
Year of publication: |
1999
|
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Authors: | Lanne, Markku |
Publisher: |
Helsinki : Bank of Finland |
Subject: | peso problem | TAR models | term structure of interest rates |
Series: | Bank of Finland Discussion Papers ; 20/1999 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 951-686-641-7 |
Other identifiers: | hdl:10419/211851 [Handle] RePEc:zbw:bofrdp:rdp1999_020 [RePEc] |
Source: |
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