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

Giorgio Valente (), Mark P. Taylor (), Lucio Sarno () and Richard H. Clarida ()

Working Papers from Warwick Business School, Financial Econometrics Research Centre

Date: 2004
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Related works:
Journal Article: The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2006)
Working Paper: The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2005)
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