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The (ir)relevance of the nominal lower bound for real yield curve analysis
Schupp, Fabian - 2020
I propose a new term structure model for euro area real and nominal interest rates which explicitly incorporates a time …
Persistent link: https://www.econbiz.de/10012222610
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With a little help from my friends : survey-based derivation of euro area short rate expectations at the effective lower bound
Geiger, Felix; Schupp, Fabian - 2018
-varying effective lower bound. These challenges all weigh heavily when estimating a DTSM for the euro area OIS yield curve. Against this …
Persistent link: https://www.econbiz.de/10011888340