A beta-based framework for (lower) bond risk premia
by Stefano Nobili and Gerardo Palazzo
| Year of publication: |
2008 [erschienen] 2009
|
|---|---|
| Authors: | Nobili, Stefano |
| Other Persons: | Palazzo, Gerardo (contributor) |
| Publisher: |
Roma : Banca d'Italia |
| Subject: | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | USA | United States | Deutschland | Germany |
| Extent: | 55 S. graph. Darst. |
|---|---|
| Series: | Temi di discussione / Banca d'Italia. - Roma, ZDB-ID 2393895-X. - Vol. 689 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 30-33 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442684