Modifying Gaussian term structure models when interest rates are near the zero lower bound
Leo Krippner
| Year of publication: |
[2012]
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|---|---|
| Authors: | Krippner, Leo |
| Institutions: | Reserve Bank of New Zealand (contributor) |
| Publisher: |
[Wellington, N.Z.] : Reserve Bank of New Zealand |
| Subject: | Zinspolitik | Interest rate policy | Zinsstruktur | Yield curve | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | USA | United States | 2008 |
| Extent: | Online-Ressource (1 electronic document (49 p., 478 Kb) ill., PDF file |
|---|---|
| Series: | Discussion paper series / Reserve Bank of New Zealand. - Wellington : [Verlag nicht ermittelbar], ISSN 1177-7567, ZDB-ID 2221962-6. - Vol. 2012,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on Apr. 18, 2012) "JEL classification: E43, G12, G13 "March 2012 Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 30-31) Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009561460