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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Yield curve
Zinsstruktur
Markov chain
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Econometric Institute research papers
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of theoretical and applied finance
11
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International review of financial analysis
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
2
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
3
The effects of monetary policy regime shifts on the term structure of interest rates
Abdymomunov, Azamat
;
Kang, Kyu Ho
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 183-207
Persistent link: https://www.econbiz.de/10011313588
Saved in:
4
Estimating the term premium by a Markov switching model with ARMA-GARCH errors
Byoung Hark Yoo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009514123
Saved in:
5
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
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