Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Statistics
  • Help & Advice
University of Warwick

The Library

  • Login

A Markov chain modulated short-term interest rate model : inference on Central Bank transparency

Tools
- Tools
+ Tools

Bhar, R., Colwell, D. R. and Peiris, Udara. (2010) A Markov chain modulated short-term interest rate model : inference on Central Bank transparency. Journal of Applied Statistical Science, Vol.17 (No.3). pp. 427-446. ISSN 1067-5817

Full text not available from this repository.
Official URL: https://www.novapublishers.com/catalog/product_inf...
Item Type: Journal Article
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Social Sciences > Economics
Journal or Publication Title: Journal of Applied Statistical Science
Publisher: Nova Science Publishers, Inc.
ISSN: 1067-5817
Date: 2010
Volume: Vol.17
Number: No.3
Number of Pages: 20
Page Range: pp. 427-446
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access
URI: http://wrap.warwick.ac.uk/id/eprint/45282

Request changes to a record

Actions (login required)

View Item View Item
twitter

Email us: publications@warwick.ac.uk
Contact Details
About Us