A nonlinear expectations model of the term structure of interest rates with time-varying risk premia
Year of publication: |
1989
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Authors: | Lee, Bong-soo |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 21.1989, 3, p. 348-367
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Subject: | GMM | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Risiko | Risk | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | Momentenmethode | Method of moments | 1953-1987 |
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