Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound (Q5139483)
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scientific article; zbMATH DE number 7283273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound |
scientific article; zbMATH DE number 7283273 |
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Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound (English)
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9 December 2020
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model of Joslin, Le and Singleton
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PCDTSM
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low interest rate environment
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