Markov-switching models, rational expectations and the term structure of interest rates
Arielle Beyaert and Juan José Pérez-Castejón
| Year of publication: |
2009
|
|---|---|
| Authors: | Beyaert, Arielle ; Pérez-Castejón, Juan José |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 41.2009, 1/3, p. 399-412
|
| Subject: | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Markov-Kette | Markov chain | Schätzung | Estimation | Spanien | Spain |
| Extent: | graph. Darst. |
|---|---|
| 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/10003829417