Atsushi Sekine

Graduate School of Social Sciences, Chiba University

Associate Professor

1-33, Yayoi-cho

Inage-ku

Chiba-shi, Chiba, 263-8522

Japan

  • Graduate School of Social Sciences, Chiba University

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Nelson-Siegel Decay Factor and Term Premia in Japan

Number of pages: 30 Posted: 17 Mar 2020 Last Revised: 07 May 2021
Junko Koeda and Atsushi Sekine
Waseda University - School of Political Science and Economics and Graduate School of Social Sciences, Chiba University
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Abstract:

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decay factor, Nelson Siegel, term premium, yield curve control, Japan, nonlinear state space model