Structural breaks, parameter uncertainty, and term structure puzzles》.pdfVIP

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Structural breaks, parameter uncertainty, and term structure puzzles》.pdf

Structural breaks, parameter uncertainty, and term structure puzzles》.pdf

Journal of Financial Economics 102 (2011) 222–232 Contents lists available at ScienceDirect Journal of Financial Economics journal homepage: /locate/jfec Structural breaks, parameter uncertainty, and term structure puzzles$ George Bulkley a,, Paolo Giordani b a University of Bristol, United Kingdom b Swedish Central Bank, Swedan a r t i c l e i n f o a b s t

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