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~person:"Archontakis, Theofanis"
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Archontakis, Theofanis
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Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure
Archontakis, Theofanis
;
Lemke, Wolfgang
-
2007
-term interest rate, which is modeled as a self-exciting threshold autoregressive (
SETAR
) process. Our specification allows for …
Persistent link: https://www.econbiz.de/10010295839
Saved in:
2
Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure
Archontakis, Theofanis
;
Lemke, Wolfgang
-
Deutsche Bundesbank
-
2007
-term interest rate, which is modeled as a self-exciting threshold autoregressive (
SETAR
) process. Our specification allows for …
Persistent link: https://www.econbiz.de/10005083162
Saved in:
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