The role of asymmetries and regime shifts in the term structure of interest rates
Richard H. Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente
| Year of publication: |
2006
|
|---|---|
| Authors: | Clarida, Richard H. ; Sarno, Lucio ; Taylor, Mark P. ; Valente, Giorgio |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 3, p. 1193-1224
|
| Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Vergleich | Comparison | USA | United States | Japan | Deutschland | Germany | 1982-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003336984