Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/20063
Title: | Linear–quadratic term structure models for negative euro area yields |
Authors: | Realdon, M Boonyanet, W |
Keywords: | Linear–quadratic term structure models;Quadratic models;Discrete time;Negative yields;Extended Kalman Filter |
Issue Date: | 2017 |
Publisher: | Elsevier |
Citation: | Economics Letters, 2017, 155 pp. 149 - 153 |
URI: | http://bura.brunel.ac.uk/handle/2438/20063 |
DOI: | http://dx.doi.org/10.1016/j.econlet.2017.03.029 |
ISSN: | 0165-1765 http://dx.doi.org/10.1016/j.econlet.2017.03.029 |
Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
FullText.pdf | 123.43 kB | Adobe PDF | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.