Ane Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound Guillaume Roussellet∗

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Date: 2016-07-08 02:30:00 Interest rates Mathematical finance Monetary policy Financial markets Zero lower bound Risk-neutral measure Real interest rate Risk premium Risk Macroeconomics Yield curve Arbitrage		Ane Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound Guillaume Roussellet∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 954,99 KB Share Document on Facebook

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