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

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

Working Papers from Warwick Business School, Financial Econometrics Research Centre

Date: 2004

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