The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market
Year of publication: |
2012
|
---|---|
Authors: | Saltoglu, Burak ; Yazgan, M. Ege |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 48.2012, S5, p. 48-63
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | cointegration | forecast evaluation | forecasting | regime switching | term structure of interest rates |
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