Switching regime models in the Spanish inter-bank market
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DOI: 10.1080/13518470050020789
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Citations
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Cited by:
- Arielle Beyaert & Juan Jose Perez-Castejon, 2009. "Markov-switching models, rational expectations and the term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 41(3), pages 399-412.
- Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009.
"Characterising the Brazilian term structure of interest rates,"
International Journal of Monetary Economics and Finance,
Inderscience Enterprises Ltd, vol. 2(2), pages 103-114.
- Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?, 2007. "Characterizing The Brazilian Term Structure Of Interest Rates," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 108, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Osmani T. Guillen & Benjamin M. Tabak, 2008. "Characterizing the Brazilian Term Structure of Interest Rates," Working Papers Series 158, Central Bank of Brazil, Research Department.
- Beyaert, Arielle & Garcia-Solanes, Jose & Perez-Castejon, Juan J., 2007. "Uncovered interest parity with switching regimes," Economic Modelling, Elsevier, vol. 24(2), pages 189-202, March.
More about this item
Keywords
Interest Rates Term Structure Markov Process Switching Regimes Rational Expectations Nonlinearity;Statistics
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