Arbitrage-free bond pricing with dynamic macroeconomic models
Year of publication: |
2007
|
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Authors: | Gallmeyer, Michael F. ; Hollifield, Burton ; Palomino, Francisco J. ; Zin, Stanley E. |
Published in: |
Review / Federal Reserve Bank of St. Louis. - St. Louis, Mo., ISSN 0014-9187, ZDB-ID 281571-0. - Vol. 89.2007, 4, p. 305-326
|
Subject: | Anleihe | Bond | CAPM | Zinsstruktur | Yield curve | Inflation | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory |
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