The Czech government yield curve decomposition at the lower bound
Year of publication: |
2019
|
---|---|
Authors: | Kučera, Adam ; Dvořák, Michal ; Komárková, Zlatuše |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 69.2019, 1, p. 2-36
|
Subject: | decomposition | government bond | yield curve | affine model | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Tschechien | Czech Republic | Dekompositionsverfahren | Decomposition method | Kapitaleinkommen | Capital income |
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