Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (Q1044238)
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scientific article; zbMATH DE number 5645715
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| English | Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate |
scientific article; zbMATH DE number 5645715 |
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Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate (English)
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11 December 2009
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affine term structure model
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deflation
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expected inflation rate
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inflation-indexed bond
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real interest rate
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regime shift
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zero interest rate
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0.7820426225662231
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0.7747849822044373
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0.7407958507537842
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0.731344997882843
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0.7142744064331055
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