The role of regime shifts in the term structure of interest rates : further evidence from an emerging market
Burak Saltoglu and M. Ege Yazgan
| Year of publication: |
2012
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| Authors: | Saltoglu, Burak ; Yazgan, Mustafa Ege |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, Suppl.5, p. 48-63
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| Subject: | cointegration | forecast evaluation | forecasting | regime switching | term structure of interest rates | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |