Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:59, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate |
scientific article |
Statements
Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (English)
0 references
11 December 2009
0 references
affine term structure model
0 references
deflation
0 references
expected inflation rate
0 references
inflation-indexed bond
0 references
real interest rate
0 references
regime shift
0 references
zero interest rate
0 references