Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate
| Year of publication: |
2009
|
|---|---|
| Authors: | Futami, Hidenori |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 16.2009, 4, p. 347-369
|
| Publisher: |
Springer |
| Subject: | Affine term structure model | Deflation | Expected inflation rate | Inflation-indexed bond | Real interest rate | Regime shift | Zero interest rate |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008527211