Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124194294> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W3124194294 abstract "Although the affine Gaussian term-structure model has been a workhorse model in term-structure modelling, it remains doubtful whether it is an appropriate model in a low interest rate environment because of its inability to preclude negative interest rates. This paper uses an alternative quadratic Gaussian-term structure model which is well known to be as tractable as the affine model and yet is suitable for interest rates close to zero. Compared with the quadratic model under the zero lower bound, we illustrate how the estimated term premium can be biased upward under the affine model. In contrast to the affine model, our numerical study shows that the quadratic model renders the estimated term premium less likely to be affected by the persistence of the data near the zero lower bound." @default.
- W3124194294 created "2021-02-01" @default.
- W3124194294 creator A5048098633 @default.
- W3124194294 creator A5060447346 @default.
- W3124194294 creator A5079555845 @default.
- W3124194294 date "2015-10-01" @default.
- W3124194294 modified "2023-09-27" @default.
- W3124194294 title "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium" @default.
- W3124194294 hasPublicationYear "2015" @default.
- W3124194294 type Work @default.
- W3124194294 sameAs 3124194294 @default.
- W3124194294 citedByCount "0" @default.
- W3124194294 crossrefType "posted-content" @default.
- W3124194294 hasAuthorship W3124194294A5048098633 @default.
- W3124194294 hasAuthorship W3124194294A5060447346 @default.
- W3124194294 hasAuthorship W3124194294A5079555845 @default.
- W3124194294 hasConcept C121332964 @default.
- W3124194294 hasConcept C129844170 @default.
- W3124194294 hasConcept C134306372 @default.
- W3124194294 hasConcept C138885662 @default.
- W3124194294 hasConcept C149782125 @default.
- W3124194294 hasConcept C162324750 @default.
- W3124194294 hasConcept C163716315 @default.
- W3124194294 hasConcept C166550679 @default.
- W3124194294 hasConcept C175025494 @default.
- W3124194294 hasConcept C176230804 @default.
- W3124194294 hasConcept C2524010 @default.
- W3124194294 hasConcept C2778078003 @default.
- W3124194294 hasConcept C2780813799 @default.
- W3124194294 hasConcept C28826006 @default.
- W3124194294 hasConcept C33923547 @default.
- W3124194294 hasConcept C40753778 @default.
- W3124194294 hasConcept C41895202 @default.
- W3124194294 hasConcept C556758197 @default.
- W3124194294 hasConcept C61797465 @default.
- W3124194294 hasConcept C62520636 @default.
- W3124194294 hasConcept C77553402 @default.
- W3124194294 hasConcept C92757383 @default.
- W3124194294 hasConceptScore W3124194294C121332964 @default.
- W3124194294 hasConceptScore W3124194294C129844170 @default.
- W3124194294 hasConceptScore W3124194294C134306372 @default.
- W3124194294 hasConceptScore W3124194294C138885662 @default.
- W3124194294 hasConceptScore W3124194294C149782125 @default.
- W3124194294 hasConceptScore W3124194294C162324750 @default.
- W3124194294 hasConceptScore W3124194294C163716315 @default.
- W3124194294 hasConceptScore W3124194294C166550679 @default.
- W3124194294 hasConceptScore W3124194294C175025494 @default.
- W3124194294 hasConceptScore W3124194294C176230804 @default.
- W3124194294 hasConceptScore W3124194294C2524010 @default.
- W3124194294 hasConceptScore W3124194294C2778078003 @default.
- W3124194294 hasConceptScore W3124194294C2780813799 @default.
- W3124194294 hasConceptScore W3124194294C28826006 @default.
- W3124194294 hasConceptScore W3124194294C33923547 @default.
- W3124194294 hasConceptScore W3124194294C40753778 @default.
- W3124194294 hasConceptScore W3124194294C41895202 @default.
- W3124194294 hasConceptScore W3124194294C556758197 @default.
- W3124194294 hasConceptScore W3124194294C61797465 @default.
- W3124194294 hasConceptScore W3124194294C62520636 @default.
- W3124194294 hasConceptScore W3124194294C77553402 @default.
- W3124194294 hasConceptScore W3124194294C92757383 @default.
- W3124194294 hasLocation W31241942941 @default.
- W3124194294 hasOpenAccess W3124194294 @default.
- W3124194294 hasPrimaryLocation W31241942941 @default.
- W3124194294 hasRelatedWork W136234680 @default.
- W3124194294 hasRelatedWork W1509562934 @default.
- W3124194294 hasRelatedWork W1544388799 @default.
- W3124194294 hasRelatedWork W1553577678 @default.
- W3124194294 hasRelatedWork W2059005592 @default.
- W3124194294 hasRelatedWork W2110352011 @default.
- W3124194294 hasRelatedWork W2126788221 @default.
- W3124194294 hasRelatedWork W2214954559 @default.
- W3124194294 hasRelatedWork W2217788337 @default.
- W3124194294 hasRelatedWork W2249374616 @default.
- W3124194294 hasRelatedWork W2258444512 @default.
- W3124194294 hasRelatedWork W2761594875 @default.
- W3124194294 hasRelatedWork W2966074017 @default.
- W3124194294 hasRelatedWork W3121185764 @default.
- W3124194294 hasRelatedWork W3121319809 @default.
- W3124194294 hasRelatedWork W3123712312 @default.
- W3124194294 hasRelatedWork W3125774828 @default.
- W3124194294 hasRelatedWork W59923680 @default.
- W3124194294 hasRelatedWork W654166765 @default.
- W3124194294 hasRelatedWork W3124401762 @default.
- W3124194294 isParatext "false" @default.
- W3124194294 isRetracted "false" @default.
- W3124194294 magId "3124194294" @default.
- W3124194294 workType "article" @default.