2015•SSRN Electronic JournalOpen access

Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium

T. K. Chung, C. H. Hui, Ka-Fai Li

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Key concepts: Term (time), Affine term structure model, Yield curve, Zero lower bound, Affine transformation, Quadratic equation, Zero (linguistics), Econometrics

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