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Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate. (2009). .
In: Asia-Pacific Financial Markets.
RePEc:kap:apfinm:v:16:y:2009:i:4:p:347-369.

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  1. Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market. (2016). Shijin, Santhakumar ; Shareef, Hassan .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9212-z.

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References

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  6. Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate. (2009). .
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  11. Term Structure of Interest Rates Under Recursive Preferences in Continuous Time. (2008). .
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