The intertemporal behavior of short-term interest rates in Hong Kong

Journal of Business Finance and Accounting

Volumn 23, Issue 7, 1996, Pages 1059-1068

  Cheng, Joseph W ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Gradual regime shift; Interest rate volatility; Short term interest rate; Switching regression; Vasicek model

Indexed keywords

EID: 77951597929     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.1996.tb01041.x     Document Type: Article

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