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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 |
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