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Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields.

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Title: Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields.
Authors: Qiang Dai1, Singleton, Kenneth J.2, Wei Yang3 wei.yang@simon.rochester.edu
Source: Review of Financial Studies. Sep2007, Vol. 20 Issue 5, p1669-1706. 38p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 26928645
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields.
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  Data: <searchLink fieldCode="AR" term="%22Qiang+Dai%22">Qiang Dai</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Singleton%2C+Kenneth+J%2E%22">Singleton, Kenneth J.</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Wei+Yang%22">Wei Yang</searchLink><relatesTo>3</relatesTo><i> wei.yang@simon.rochester.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Review+of+Financial+Studies%22">Review of Financial Studies</searchLink>. Sep2007, Vol. 20 Issue 5, p1669-1706. 38p.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1093/rfs/hhm021
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      – Code: eng
        Text: English
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        PageCount: 38
        StartPage: 1669
    Titles:
      – TitleFull: Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields.
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            NameFull: Qiang Dai
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            NameFull: Singleton, Kenneth J.
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            NameFull: Wei Yang
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            – D: 01
              M: 09
              Text: Sep2007
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              Y: 2007
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