Regime Switching and Bond Pricing
Year of publication: |
2013-06
|
---|---|
Authors: | Gouriéroux, Christian ; Monfort, Alain ; Pegoraro, Fulvio ; Renne, Jean-Paul |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
Subject: | Term Structure | Regime Switching | Affine Models | Car Process | Multi-horizon Laplace Transform | Contagion | Default Risk | Monetary Policy |
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