Regime Shifts, Risk and the Term StructureMartin D.D. Evans1999-01-01preprintSSRN Electronic Journal27 citationsgreenNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 27 citations exist upstream.References1985A Theory of the Term Structure of Interest Rates1977An equilibrium characterization of the term structure2012The Econometrics of Financial Markets1993Dynamic Asset Pricing Theory.1996A YIELD‐FACTOR MODEL OF INTEREST RATES1996Modeling the conditional distribution of interest rates as a regime-switching process1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp1991What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns