Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
- 期刊名称Review of Financial Studies
- 作者Dai, Qiang; Singleton, Kenneth J.; Yang, Wei
- 卷第20卷
- 期第5期
- 印刷ISSN0893-9454
- 电子ISSN1465-7368
- 文件大小391.22KB
- 发表时间2007-09
- DOI10.1093/rfs/hhm021
- 页码1669-1706
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