Bond risk premia and restrictions on risk prices
Year of publication: |
December 2018
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Authors: | Hevia, Constantino ; Sola, Martin |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 11.2018, 4, p. 1-22
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Subject: | bond risk premia | affine term structure models | risk prices | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Anleihe | Bond | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm11040060 [DOI] hdl:10419/238928 [Handle] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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