The Term Structure of Real Rates and Expected Inflation
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2008.01332.x/fullpdf
Reference63 articles.
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4. Regime-shifts, risk premiums in the term structure, and the business cycle;Bansal;Journal of Business and Economic Statistics,2004
5. Term structure of interest rates with regime shifts;Bansal;Journal of Finance,2002
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