The effects of monetary policy regime shifts on the term structure of interest rates

Azamat Abdymomunov and Kyu Ho Kang

Year of publication:	2015
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
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

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