Pages that link to "Item:Q1044238"
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The following pages link to Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238):
Displaying 4 items.
- Term structure models and the zero bound: an empirical investigation of Japanese yields (Q528018) (← links)
- Expectations hypothesis and term structure of interest rates: an evidence from emerging market (Q1627681) (← links)
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
- REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION (Q3005960) (← links)