Switching regime models in the Spanish inter-bank market

European Journal of Finance

Volumn 6, Issue 2, 2000, Pages 93-112

  Beyaert, Arielle ^a   Pérez Castejon, Juan J ^a  

^a UNIVERSITY OF MURCIA   (Spain)

Author keywords

Interest Rates Term Structure Markov Process Switching Regimes Rational Expectations Nonlinearity

Indexed keywords

EID: 33846417363     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470050020789     Document Type: Article

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