European spreads at the interest rate lower bound
Year of publication: |
2020
|
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Authors: | Coroneo, Laura ; Pastorello, Sergio |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 119.2020, p. 1-21
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Subject: | Lower bound | Shadow rate term structure model | Sovereign risk | Zinsstruktur | Yield curve | EU-Staaten | EU countries | Niedrigzinspolitik | Low-interest-rate policy | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond |
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