A model of the euro-area yield curve with discrete policy rates
Jean-Paul Renne
| Year of publication: |
Feb 2017
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| Authors: | Renne, Jean-Paul |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 1, p. 99-116
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| Subject: | affine term-structure models | zero lower bound | regime switching models | Zinsstruktur | Yield curve | Niedrigzinspolitik | Low-interest-rate policy | EU-Staaten | EU countries | Eurozone | Euro area | Markov-Kette | Markov chain | Regelbindung versus Diskretion | Rules versus discretion | Theorie | Theory | Geldpolitik | Monetary policy |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2016-0043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011650234