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

  1. Beyaert, A.
  2. Perez-Castejón, J.J.
Journal:
Applied Economics

ISSN: 0003-6846 1466-4283

Year of publication: 2009

Volume: 41

Issue: 3

Pages: 399-412

Type: Article

DOI: 10.1080/00036840601007195 GOOGLE SCHOLAR