Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 16 (2009)
Issue (Month): 4 (December)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Affine term structure model; Deflation; Expected inflation rate; Inflation-indexed bond; Real interest rate; Regime shift; Zero interest rate;
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