Bansal, Ravi
, Tauchen, George Eugene
and Zhou, Hao. "Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle, 2003-021,"
Finance and Economics Discussion Series
(Revised April 2003).
https://fraser.stlouisfed.org/title/1491/item/722833, accessed on June 7, 2026.