No-arbitrage taylor rules with switching regimes
Year of publication: |
2013
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Authors: | Li, Haitao ; Li, Tao ; Yu, Cindy |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 10, p. 2278-2294
|
Subject: | Taylor rule | term structure | regime switching | MCMC | Taylor-Regel | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Theorie | Theory |
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