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. |
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| 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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