Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603)

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scientific article; zbMATH DE number 7267741
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Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?
scientific article; zbMATH DE number 7267741

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    Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (English)
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    28 October 2020
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    monetary policy transmission
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    term structure
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    latent factors
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    curvature
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    EGARCH
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    state-space model
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    expectation channel
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