Essays about: "Oliver Krek"
Found 1 essay containing the words Oliver Krek.
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1. Term Structure Modeling near the Zero Lower Bound: Regime Switching & Monetary Policy
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This thesis proposes a regime-switching extension to the well known autoregressive gamma and gamma-zero process nesting its linear counterpart. The affine term structure model based on the new process matches key stylized facts of interest rates during a zero lower bound period as well as in normal times. READ MORE
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