A Modern Look at Asset Pricing and Short-Term Interest Rates
Year of publication: |
[2021]
|
---|---|
Authors: | Evans, Martin ; Wachtel, Paul |
Publisher: |
[S.l.] : SSRN |
Subject: | Zins | Interest rate | CAPM | Zinsstruktur | Yield curve | Theorie | Theory |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Series: | NBER Working Paper ; No. w3245 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1990 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott, (2021)
-
A modern look at asset pricing and short-term interest rates
Evans, Martin D. D., (1990)
-
An international dynamic term structure model with economic restrictions and unspanned risks
Bauer, Gregory H., (2012)
- More ...
-
A modern look at asset pricing and short-term interest rates
Evans, Martin D. D., (1990)
-
Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates
Evans, Martin, (1993)
-
Interpreting the movements in short-term interest rates
Evans, Martin D. D., (1992)
- More ...