Markov-Switching Mean Reversion in Short-Term Interest Rates : Evidence from East Asian Economies
Year of publication: |
2012
|
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Authors: | Chua, Chew Lian |
Other Persons: | Suardi, Sandy (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Ostasien | East Asia | Zins | Interest rate | Schätzung | Estimation | Mean Reversion | Mean reversion | Markov-Kette | Markov chain |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economic Record, Vol 83 (263), 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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