Shadow Rate Term Structure
Wu-Xia ZLB-adjusted shadow short rate and shadow term premiums.
Shadow Short Rate
Shadow Term Premiums
- South Korea 1-Year Shadow Term PremiumWu and Xia (2016); Adrian, Crump, and Moench (2013)KRSTP1Daily
- South Korea 3-Year Shadow Term PremiumWu and Xia (2016); Adrian, Crump, and Moench (2013)KRSTP3Daily
- South Korea 5-Year Shadow Term PremiumWu and Xia (2016); Adrian, Crump, and Moench (2013)KRSTP5Daily
- South Korea 10-Year Shadow Term PremiumWu and Xia (2016); Adrian, Crump, and Moench (2013)KRSTP10Daily