@inbook{4e24a421460845abbd3b1738634f26cd,
title = "Yield curve dimensionality when interest rates are near the zero lower bound",
author = "James Steeley",
year = "2014",
month = feb,
day = "6",
language = "English",
isbn = "978-1-107-04455-5",
pages = "169--199",
editor = "Chadha, \{Jagjit S.\} and Durr{\'e}, \{Alain C.J.\} and Joyce, \{Michael A.S.\} and Lucio Sarno",
booktitle = "Developments in macro-finance yield curve modelling",
publisher = "Cambridge University Press",
address = "United Kingdom",
}