A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound

Daan Opschoor*, Michel van der Wel

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

18 Downloads (Pure)

Fingerprint

Dive into the research topics of 'A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound'. Together they form a unique fingerprint.

Economics, Econometrics and Finance