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A Macro-Augmented Jump-Diffusion Shadow-Rate Model.

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Bibliographic Details
Title: A Macro-Augmented Jump-Diffusion Shadow-Rate Model.
Authors: Chortareas, Georgios1,2 (AUTHOR) georgios.chortareas@kcl.ac.uk, Dotsis, George2 (AUTHOR) gdotsis@econ.uoa.gr, Linardatos, Konstantinos Ioannis2 (AUTHOR) kosglin@econ.uoa.gr
Source: Studies in Nonlinear Dynamics & Econometrics. Jul2026, p1. 29p. 14 Illustrations.
Database: Business Source Ultimate
Description
ISSN:10811826
DOI:10.1515/snde-2025-0153