Title of article

Short rate nonlinearities and regime switches

Author/Authors

Andrew Ang، نويسنده , , Geert Bekaert، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2002

Pages

32

From page

1243

To page

1274

Keywords

Drift , Regime switching , Volatility , Short rate , Term spread

Journal title

Journal of Economic Dynamics and Control

Serial Year

2002

Journal title

Journal of Economic Dynamics and Control

Record number

238159