University of Manchester / The University of Manchester Oxford Road / The Victoria University of Manchester Nonlinearity / Korea University / University of California / / /
IndustryTerm
oil price changes / /
Organization
dongheon.kim@manchester.ac.uk School of Social Sciences / Economic and Social Research Council / Korea University / UCSD Economics Department / Econometric Society / Department of Economics / UMIST / Victoria University of Manchester Nonlinearity / Econometic Society / U.S. Federal Reserve / University of Manchester / Term Structure* Dong Heon Kim School of Economic Studies / Bank of Korea / University of California at San Diego / /
Person
Scott / Marianne Sensier / Stuart Hyde / Flexible / Chen / Dong Heon Kim / James D. Hamilton / Keith Blackburn / Ian Garrett / Denise Osborn / Quadratic / / /
Position
author / model for describing the bond yields / model / Professor / Rt / nonlinear model / Affine model / /
Economics Discussion Paper EDP-0528 Nonlinearity in the Term Structure By