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Linear-price term structure models
C. Gourieroux
, A.M.E. Monfort
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Corresponding author for this work
Quantitative Economics
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Economics, Econometrics and Finance
Yield Curve
100%
Price
100%
Investors
25%
Low-Interest-Rate Policy
25%
Markov Chain
25%
Keyphrases
Term Structure Models
100%
Markov Chain
25%
Linear Function
25%
Zero Lower Bound
25%
Endogenous Dynamics
25%
Structure Pattern
25%
Coupons
25%
INIS
prices
100%
chains
25%
dynamics
25%
markov process
25%