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한국 채권시장의 Shadow Rate 추정과금융시장에 미치는 영향
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이정인;
최수정
;
이준희
Article
Issue Date
2017
Citation
대한경영학회지, v.30, no.3, pp.487 - 513
Publisher
대한경영학회
1
Discover
Author
Rhee, Joon Hee
1
Choi, Su jung
1
이정인
1
Subject
Financial Time Series
1
Kalman Filter
1
Shadow Rate
1
Term Structure
1
금리기간구조
1
금융시계열분석
1
잠재금리
1
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1
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