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How can term structure models be used by central banks?
De Rezende, Rafael B. - In: Sveriges Riksbank economic review (2017) 1, pp. 104-125
Persistent link: https://www.econbiz.de/10012169349
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Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models : a quantile autoregression approach
De Rezende, Rafael B.; Ferreira, Mauro S. - In: Journal of forecasting 32 (2013) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10009758689
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A shadow rate without a lower bound constraint
De Rezende, Rafael B.; Ristiniemi, Annukka - In: Journal of banking & finance 146 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014248193