Regime Switching and Bond Pricing
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsTerm Structure; Regime Switching; Affine Models; Car Process; Multi-horizon Laplace Transform; Contagion; Default Risk; Monetary Policy;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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