An empirical analysis of term premiums using stochastic dominance
Year of publication: |
1989
|
---|---|
Authors: | Levy, Haim |
Other Persons: | Brooks, Robert (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 13.1989, 2, p. 245-260
|
Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | USA | United States |
-
The original Operation Twist : the War Finance Corporation's war bond purchases, 1918-1920
Butkiewicz, James L., (2016)
-
Essays in equilibrium asset pricing
Boudoukh, Jacob, (1991)
-
Who should buy long-term bonds?
Campbell, John Y., (1998)
- More ...
-
Are term premiums risk premiums?
Brooks, Robert, (1995)
-
Portfolio insurance : does it pay?
Brooks, Robert, (1993)
-
The coupon effect on term premiums
Brooks, Robert, (1989)
- More ...