Testing the Expectations Theory of the Term Structure of Interest Rates in Smooth Transition Regime-Switching Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 97 === Most prevalent studies are using linear model to investigate the expectations theory of the term structure of interest rates. However, the main purpose of this paper is to re-examine the expectations theory of the term structure of interest rates using nonlinear...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02446228504261726733 |