The Czech Government Yield Curve Decomposition at the Lower Bound

The term structure of yields is an important source of information on market expectations about future macroeconomic developments and investors' risk perceptions and preferences. This article presents the decomposition of the Czech government bond yield curve into its components using a shadow-...

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Bibliographic Details
Published inFinance a úvěr Vol. 69; no. 1; pp. 2 - 36
Main Authors Kučera, Adam, Dvořák, Michal, Komárková, Zlatuše
Format Journal Article
LanguageEnglish
Published Prague Charles University, Faculty of Social Sciences 01.01.2019
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