Term structure models and the zero bound: an empirical investigation of Japanese yields
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Publication:528018
DOI10.1016/j.jeconom.2011.12.005zbMath1443.62358OpenAlexW3125524825MaRDI QIDQ528018
Don H. Kim, Kenneth J. Singleton
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001352
Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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