The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
Year of publication: |
2005-01
|
---|---|
Authors: | Clarida, Richard ; Sarno, Lucio ; Taylor, Mark P ; Valente, Giorgio |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | forecasting | markov switching | term structure of interest rates |
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