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Time Series Analysis of the US Term Structure of Interest Rates Using a Bayesian Markov Switching Cointegration Model
Sugita, KatsuhiroVolume:
9
Language:
english
Journal:
International Journal of Economics and Finance
DOI:
10.5539/ijef.v9n3p49
Date:
February, 2017
File:
PDF, 610 KB
english, 2017