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Forecasting the term structure when short-term rates are near zero
Steeley, James M., (2014)
Lower bound beliefs and long-term interest rates
Grisse, Christian, (2017)
Principal component analysis in negative interest rate environment
Lazarević, Milan, (2019)
Can spanned term structure factors drive stochastic yield volatility?
Christensen, Jens H. E., (2014)
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E., (2013)
A Probability-Based Stress Test of Federal Reserve Assets and Income