Author:
Gourieroux Christian,Monfort Alain,Pegoraro Fulvio,Renne Jean-Paul
Reference79 articles.
1. International Asset Allocation with Regime Shifts;A Ang;Review of Financial Studies,2002
2. Regime Switches in Interest Rates;A Ang;Journal of Business and Economic Statistics,2002
3. Short Rate Nonlinearities and Regime Switches;A Ang;Journal of Economic Dynamics and Control,2002
4. How do Regimes Affect Asset Allocations;A Ang;Financial Analysts Journal,2004
5. The Term Structure of Real Rates and Expected Inflation;A Ang;Journal of Finance,2008
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献