The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
Giorgio Valente (),
Mark Taylor (),
Lucio Sarno () and
Richard Clarida ()
Working Papers from Warwick Business School, Finance Group
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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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