Bond risk premia and Gaussian term structure models
Year of publication: |
2014
|
---|---|
Authors: | Feunou, Bruno ; Fontaine, Jean-Sébastien |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Interest rates | Asset pricing |
Series: | Bank of Canada Working Paper ; 2014-13 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2014-13 [DOI] 783713657 [GVK] hdl:10419/103046 [Handle] RePEc:bca:bocawp:14-13 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; G12 - Asset Pricing |
Source: |
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