The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Christos Avdoulas, Stelios Bekiros, Brian Lucey
| Year of publication: |
2020
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| Authors: | Avdoulas, Christos ; Bekiros, Stelios ; Lucey, Brian M. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 4, p. 1-23
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| Subject: | bond yields | Markov-switching | nonlinear models | term structure | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Öffentliche Anleihe | Public bond | Anleihe | Bond | Schätzung | Estimation | Kapitaleinkommen | Capital income | Eurozone | Euro area | Geldpolitik | Monetary policy | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Theorie | Theory | Staatspapier | Government securities | EU-Staaten | EU countries |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299596