A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area

G. Mesters, B. Schwaab, S.J. Koopman

Research output: Working paper / PreprintWorking paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages44
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper

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