The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates*

• 1 May 2006
• journal article
• Published by University of Chicago Press in The Journal of Business
• Vol. 79  (3) , 1193-1224
• https://doi.org/10.1086/500674

Abstract

Keywords

• REGIME SHIFTS
• TERM STRUCTURE
• INTEREST RATES
• ROLE OF ASYMMETRIES

All Related Versions

• Version 1, 2004-01-01, RePEc (Unconfirmed version)