Work

Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1950439

Author: Leo Krippner

Institution: Reserve Bank of New Zealand

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2110352011

Cites: 41

Cited by: 37

Related to: 10