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Interest rate 1 Low-interest-rate policy 1 Markov chain 1 Markov-Kette 1 Niedrigzinspolitik 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Tobit model 1 Tobit-Modell 1 Volatility 1 Volatilität 1 Yield curve 1 Zins 1 Zinsstruktur 1 constrained variable 1 regime switching 1 stochastic volatility 1 time-varying probability 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bäurle, Gregor 1 Kaufmann, Daniel 1 Kaufmann, Sylvia 1 Strachan, Rodney W. 1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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ECONIS (ZBW) 1
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Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor; Kaufmann, Daniel; Kaufmann, Sylvia; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-26
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