Work

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

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2006063

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: W4298069875

Cites: 27

Cited by: 32

Related to: 10