Regime switching in the yield curve

C-Tier

Journal: Journal of Futures Markets

Year: 2004

Volume: 24

Issue: 4

Pages: 315-336

Authors (1)

Charlotte Christiansen (Aarhus Universitet)

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle: repec:wly:jfutmk:v:24:y:2004:i:4:p:315-336
Journal Field: Finance
Author Count: 1
Added to Database: 2026-02-08