An empirical analysis of unspanned risk for the U.S. yield curve
Year of publication: |
julio-diciembre 2016
|
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Authors: | Gómez, Karoll |
Published in: |
Lecturas de economía. - Medellín : [Verlag nicht ermittelbar], ISSN 0120-2596, ZDB-ID 875951-0. - Vol. 85.2016, p. 11-51
|
Subject: | liquidity risk | inflation-indexed bond market | affine term structure | unspanned factors | predictability | Zinsstruktur | Yield curve | USA | United States | Risikoprämie | Risk premium | Schätzung | Estimation | Großbritannien | United Kingdom | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassungen in spanischer und französischer Sprache |
Other identifiers: | 10.17533/udea.le.n85a01 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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