Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?

Don H. Kim; Marcel A. Priebsch

doi:10.1017/S0022109023000984

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Accepted manuscript

Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?

Published online by Cambridge University Press: 11 December 2023

Don H. Kim and

Marcel A. Priebsch

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Type: Research Article
Information: Journal of Financial and Quantitative Analysis , Accepted manuscript , pp. 1 - 55

DOI: https://doi.org/10.1017/S0022109023000984 [Opens in a new window]
Copyright: © The Author(s), 2023. Published by Cambridge University Press on behalf of the Michael G. Foster School of Business, University of Washington

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