Ambiguity aversion and the term structure of interest rates
Year of publication: |
2009
|
---|---|
Authors: | Gagliardini, Patrick ; Porchia, Paolo ; Trojani, Fabio |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 10, p. 4157-4188
|
Subject: | Zinsstruktur | Yield curve | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoprämie | Risk premium | Staatspapier | Government securities | Allgemeines Gleichgewicht | General equilibrium | Schätzung | Estimation | Theorie | Theory | USA | United States |
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