Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Ramaprasad Bhar; Shigeyuki Hamori
| Year of publication: |
2007
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Hamori, Shigeyuki |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 1/2, p. 141-156
|
| Subject: | Zinsstruktur | Yield curve | Wirtschaftswachstum | Economic growth | Markov-Kette | Markov chain | USA | United States | Japan | 1980-2003 |
| 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/10003609540