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

James Steeley

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

James Steeley

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

Original language	English
Title of host publication	Developments in macro-finance yield curve modelling
Editors	Jagjit S. Chadha, Alain C.J. Durré, Michael A.S. Joyce, Lucio Sarno
Place of Publication	Cambridge (UK)
Publisher	Cambridge University Press
Pages	169-199
Number of pages	30
ISBN (Print)	978-1-107-04455-5
Publication status	Published - 6 Feb 2014

Cite this

@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",

}

Yield curve dimensionality when interest rates are near the zero lower bound. / Steeley, James.
Developments in macro-finance yield curve modelling. ed. / Jagjit S. Chadha; Alain C.J. Durré; Michael A.S. Joyce; Lucio Sarno. Cambridge (UK): Cambridge University Press, 2014. p. 169-199.

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

TY - CHAP

T1 - Yield curve dimensionality when interest rates are near the zero lower bound

AU - Steeley, James

PY - 2014/2/6

Y1 - 2014/2/6

UR - http://www.cambridge.org/gb/academic/subjects/economics/macroeconomics-and-monetary-economics/developments-macro-finance-yield-curve-modelling?format=HB

M3 - Chapter (peer-reviewed)

SN - 978-1-107-04455-5

SP - 169

EP - 199

BT - Developments in macro-finance yield curve modelling

A2 - Chadha, Jagjit S.

A2 - Durré, Alain C.J.

A2 - Joyce, Michael A.S.

A2 - Sarno, Lucio

PB - Cambridge University Press

CY - Cambridge (UK)

ER -

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

Other files and links

Cite this