Monetary policy regimes and the term structure of interest rates

Journal of Econometrics

Volumn 174, Issue 1, 2013, Pages 27-43

  Bikbov, Ruslan ^a   Chernov, Mikhail ^b,c  

^a Bank of America Merrill   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c CEPR   (United Kingdom)

Author keywords

Monetary policy; No arbitrage; Regime switching model; Term structure

Indexed keywords

ECONOMICS;

ASYMMETRIC RESPONSE; GREAT MODERATIONS; MONETARY POLICIES; NO ARBITRAGE; REGIME-SWITCHING MODELS; TERM STRUCTURE; TERM STRUCTURE OF INTEREST RATES; TERM-STRUCTURE MODELS;

MATHEMATICAL TECHNIQUES;

EID: 84875365948     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.01.002     Document Type: Article

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