Work

Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area

Year: 2016

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2848045

Authors: Wolfgang Lemke, Andreea Vladu

Institutions: European Central Bank, Deutsche Bundesbank

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2529316507

Cites:

Cited by: 56

Related to: 10