Linear-quadratic term structure models for negative euro area yields
Marco Realdon, Wachira Boonyanet
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Realdon, Marco ; Boonyanet, Wachira |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 155.2017, p. 149-153
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| Subject: | Linear-quadratic term structure models | Quadratic models | Discrete time | Negative yields | Extended Kalman Filter | Zinsstruktur | Yield curve | Theorie | Theory | Zustandsraummodell | State space model | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.03.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011821635