SMEAL WIKI

Tractable Term-Structure Models and the Zero Lower Bound

Anh Le, Bruno Feunou, CHRISTIAN T. LUNDBLAD, Jean‐Sébastien Fontaine
Year2015
VenueRePEc: Research Papers in Economics
Typepreprint
Citations1
DOI(no DOI)
OpenAlexW3123633604

Topics

Stochastic processes and financial applicationsVolatility (finance)UncorrelatedRecessionPrincipal component analysisEconometrics