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~isPartOf:"Computing in Economics and Finance 2003"
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Term structure of interest rates
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The spirit of capitalism
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and regime switching
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bond yields
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small-open economy
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stochastic discount factor/pricing kernel
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stock-market prices
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Computing in Economics and Finance 2003
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How does the spirit of capitalism affect stock market prices in a small-open economy
Kenc, Turalay
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Dibooglu, Sel
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Society for Computational Economics - SCE
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2003
Persistent link: https://www.econbiz.de/10005345661
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An Empirical Examination of Term Structure Models with Regime Shifts
Sola, Martin
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Driffil, John
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Kenc, Turalay
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Society for Computational Economics - SCE
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2003
Persistent link: https://www.econbiz.de/10005537794
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