BOK Working Paper No.2024-11, Trends in the Korea Yield Curve: Implications for the Term Premium Dynamics Author : Kyu Ho Kang(Korea University), Byung Soo Koo(Bank of Korea) In this paper, we introduce and estimate a novel five-factor affine term struc..

Media coverage

• Title	BOK Working Paper No.2024-11, Trends in the Korea Yield Curve: Implications for the Term Premium Dynamics Author : Kyu Ho Kang(Korea University), Byung Soo Koo(Bank of Korea) In this paper, we introduce and estimate a novel five-factor affine term struc..
  Media name/outlet	The Bank of Korea
  Date	24/9/6
  URL	www.bok.or.kr/eng/bbs/B0000196/view.do?nttId=10086851&menuNo=400067&relate=Y&depth=600341&programType=newsDataEng
  Persons	Kyu Ho Kang