Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Autor: | Bansal, Ravi, Tauchen, George, Zhou, Hao |
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Zdroj: | Journal of Business & Economic Statistics, 2004 Oct 01. 22(4), 396-409. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Bansal, Ravi, Tauchen, George, Zhou, Hao |
---|---|
Zdroj: | Journal of Business & Economic Statistics, 2004 Oct 01. 22(4), 396-409. |
Databáze: | JSTOR Journals |
Externí odkaz: |