Threshold dynamics of short-term interest rates : empirical evidence and implications for the term structure
Theofanis Archontakis; Wolfgang Lemke
| Year of publication: |
2008
|
|---|---|
| Authors: | Archontakis, Theofanis ; Lemke, Wolfgang |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 37.2008, 1, p. 75-117
|
| Subject: | regime-switching | Zinsstruktur | Yield curve | Zins | Interest rate | Dynamische Wirtschaftstheorie | Economic dynamics | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003712975