Bond risk premia, macroeconomic fundamentals and the exchange rate
Year of publication: |
2012
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Authors: | Pericoli, Marcello ; Taboga, Marco |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 22.2012, 1, p. 42-65
|
Subject: | Yield curve | Exchange rate | Bond risk premia | UIP | Zinsstruktur | Risikoprämie | Risk premium | Wechselkurs | Kapitaleinkommen | Capital income | Zinsparität | Interest rate parity | Rentenmarkt | Bond market | Anleihe | Bond | Theorie | Theory |
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