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~isPartOf:"BIS Working Paper"
~person:"Rudebusch, Glenn D."
~person:"Tristani, Oreste"
~subject:"Niedrigzinspolitik"
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Modelling Yields at the Lower Bound Through Regime Shifts
Hördahl, Peter
-
2019
We propose a regime-switching approach to deal with the lower bound on nominal
interest
rates
in dynamic term structure …
Persistent link: https://www.econbiz.de/10012861844
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