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Sep 02 2015 |
Katsuhiro Sugita |
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Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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Jun 19 2011 |
Yi-Chi Chen and Wei-Choun Yu |
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Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis |
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Abstract Contact Information Citation Full Text - Note |
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Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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