Pages that link to "Item:Q528018"

The following pages link to Term structure models and the zero bound: an empirical investigation of Japanese yields (Q528018):

Displaying 12 items.

• A quadratic Kalman filter (Q494365) (← links)
• Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
• Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
• Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
• Monetary reforms and inflation expectations in Japan: evidence from inflation-indexed bonds (Q2106372) (← links)
• European spreads at the interest rate lower bound (Q2246719) (← links)
• Term structure analysis with big data: one-step estimation using bond prices (Q2323364) (← links)
• The influence of shock signals on the change in volatility term structure (Q2324716) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• A model of the euro-area yield curve with discrete policy rates (Q2691694) (← links)
• What model for the target rate (Q2699598) (← links)
• Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (Q2951895) (← links)