Regime-shifts, risk premiums in the term structure, and the business cycle
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- Ravi Bansal & George Tauchen & Hao Zhou, 2004. "Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 396-409, October.
References listed on IDEAS
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KeywordsInterest rates ; Econometric models;
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