A general equilibrium model of the term structure of interest rates under regime-switching risk

International Journal of Theoretical and Applied Finance

Volumn 8, Issue 7, 2005, Pages 839-869

  Wu, Shu ^a   Zeng, Yong ^b  

^a UNIVERSITY OF KANSAS   (United States)

^b UNIVERSITY OF MISSOURI KANSAS CITY   (United States)

Author keywords

General equilibrium; Markov regime shifts; Term structure

Indexed keywords

EID: 27544475658     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024905003323     Document Type: Article

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