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

Don H. Kim; Marcel A. Priebsch

doi:10.1017/S0022109023000984

Our systems are now restored following recent technical disruption, and we’re working hard to catch up on publishing. We apologise for the inconvenience caused. Find out more: https://www.cambridge.org/universitypress/about-us/news-and-blogs/cambridge-university-press-publishing-update-following-technical-disruption

Skip to main content Accessibility help

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

Article contents

Abstract

Rights & Permissions

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

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

Reply to: Submit a response

Title * Please enter a title for your response.

Contents * Please enter your response.

Your details

First name * Please enter your first name.

Last name * Please enter your last name.

Please enter a valid email address.

Occupation Please enter your occupation.

Affiliation Please enter any affiliation.

You have entered the maximum number of contributors

Conflicting interests

Do you have any conflicting interests? * Conflicting interests help

Yes No

More information * Please enter details of the conflict of interest or select 'No'.

Please tick the box to confirm you agree to our Terms of use. *

Please accept terms of use.

Please tick the box to confirm you agree that your name, comment and conflicts of interest (if accepted) will be visible on the website and your comment may be printed in the journal at the Editor’s discretion. *

Please confirm you agree that your details will be displayed.

Article contents

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

Abstract

Save article to Kindle

Save article to Dropbox

Save article to Google Drive

Reply to: Submit a response

Your details

You have entered the maximum number of contributors

Conflicting interests