Markov-switching models, rational expectations and the term structure of interest rates

Applied Economics

Volumn 41, Issue 3, 2009, Pages 399-412

  Beyaert, Arielle ^a   Perez Castejón, Juan José ^a  

^a UNIVERSITY OF MURCIA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

BANKING; FINANCIAL MARKET; INTEREST RATE; MARKOV CHAIN; NUMERICAL MODEL;

EURASIA; EUROPE; SOUTHERN EUROPE; SPAIN;

EID: 58949100463     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840601007195     Document Type: Article

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