The role of asymmetries and regime shifts in the term structure of interest rates

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@article{5cfb5ad434db4bc1a11b352d9501f16d,

title = "The role of asymmetries and regime shifts in the term structure of interest rates",

author = "Clarida, \{Richard H.\} and Lucio Sarno and Taylor, \{Mark P.\} and Giorgio Valente",

year = "2006",

month = may,

doi = "10.1086/500674",

language = "English",

volume = "79",

pages = "1193--1224",

journal = "Journal of Business",

issn = "0021-9398",

number = "3",

}

TY - JOUR

T1 - The role of asymmetries and regime shifts in the term structure of interest rates

AU - Clarida, Richard H.

AU - Sarno, Lucio

AU - Taylor, Mark P.

AU - Valente, Giorgio

PY - 2006/5

Y1 - 2006/5

UR - https://www.scopus.com/pages/publications/33646861767

U2 - 10.1086/500674

DO - 10.1086/500674

M3 - Review article

AN - SCOPUS:33646861767

SN - 0021-9398

VL - 79

SP - 1193

EP - 1224

JO - Journal of Business

JF - Journal of Business

IS - 3

ER -