A Shadow-Rate Term Structure Model for the Euro Area
Year of publication: |
2015
|
---|---|
Authors: | Lemke, Wolfgang ; Vladu, Andreea |
Publisher: |
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | hdl:10419/113159 [Handle] RePEc:zbw:vfsc15:113159 [RePEc] |
Classification: | G12 - Asset Pricing ; C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
-
Macroeconomics and the Term Structure
Gürkaynak, Refet S., (2010)
-
New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation
Zeng, Zheng, (2013)
-
Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach
Yin, Weiwei, (2014)
- More ...
-
Tracing the impact of the ECB's asset purchase programme on the yield curve
Eser, Fabian, (2020)
-
Below the Zero Lower Bound : A Shadow-Rate Term Structure Model for the Euro Area
Lemke, Wolfgang, (2016)
-
Below the Zero Lower Bound : A Shadow-Rate Term Structure Model for the Euro Area
Lemke, Wolfgang, (2017)
- More ...