Term-structure modelling at the zero lower bound : implications for estimating the term premium
Year of publication: |
2015
|
---|---|
Authors: | Chung, Tsz Kin ; Hui, Cho H. ; Li, Ka Fai |
Publisher: |
Hong Kong : Hong Kong Inst. for Monetary Research |
Subject: | Dauer | Duration | Zins | Interest rate | Gauß-Prozess | Gaussian process | Zinsstruktur | Yield curve |
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