Department of Economics and Business Economics

Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Original languageEnglish
JournalInternational Review of Financial Analysis
Volume17
Issue5
Pages (from-to)925-948
Number of pages24
ISSN1057-5219
Publication statusPublished - 2008

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