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Browsing ADEMU Working Papers Series by Subject "Panel Smooth Transition Regression Models"

Browsing ADEMU Working Papers Series by Subject "Panel Smooth Transition Regression Models"

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  • Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard (2016-09)
    Previous work has documented a greater sensitivity of long-term government bond yields to fundamentals in Euro area peripheral countries during the euro crisis, but we know little about the driver(s) of regime switches. ...

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