Switching-regime models in the Spanish inter-bank market
Year of publication: |
2000
|
---|---|
Authors: | Beyaert, Arielle ; Pérez-Castejón, Juan J. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 6.2000, 2, p. 93-112
|
Subject: | Zinsstruktur | Yield curve | Geldmarkt | Money market | Markov-Kette | Markov chain | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Spanien | Spain | 1986-1992 |
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