Testing the term structure of interest rates from a stationary switching Regime VAR
Testing the term structure of interest rates from a stationary switching Regime VAR
University of Southampton
Sola, M.
6348d745-f1e1-4c5b-8e6a-8e748e8ad336
Driffill, J.
99587372-25eb-4fbe-a37e-048dd896ae75
January 1992
Sola, M.
6348d745-f1e1-4c5b-8e6a-8e748e8ad336
Driffill, J.
99587372-25eb-4fbe-a37e-048dd896ae75
Sola, M. and Driffill, J.
(1992)
Testing the term structure of interest rates from a stationary switching Regime VAR
(Discussion Papers in Economics and Econometrics, 9202)
Southampton, UK.
University of Southampton
Record type:
Monograph
(Discussion Paper)
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Published date: January 1992
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Local EPrints ID: 33323
URI: http://eprints.soton.ac.uk/id/eprint/33323
PURE UUID: 49dd4b70-6acc-4d20-b972-3c94a70b8df9
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Date deposited: 28 Jan 2008
Last modified: 11 Dec 2021 15:20
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Contributors
Author:
M. Sola
Author:
J. Driffill
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