The effects of monetary policy regime shifts on the term structure of interest rates
Azamat Abdymomunov and Kyu Ho Kang
| Year of publication: |
2015
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|---|---|
| Authors: | Abdymomunov, Azamat ; Kang, Kyu Ho |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 2, p. 183-207
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| Subject: | affine no-arbitrage model | Markov switching process | term structure of interest rates | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Other identifiers: | 10.1515/snde-2013-0031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011313588