Yield curve dimensionality when interest rates are near the zero lower bound

James Steeley

Research output: Chapter in Book/Published conference outputChapter (peer-reviewed)peer-review

Original languageEnglish
Title of host publicationDevelopments in macro-finance yield curve modelling
EditorsJagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, Lucio Sarno
Place of PublicationCambridge (UK)
PublisherCambridge University Press
Number of pages30
ISBN (Print)978-1-107-04455-5
Publication statusPublished - 6 Feb 2014

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