Canonical term-structure models with observable factors and the dynamics of bond risk premia
Marcello Pericoli; Marco Taboga
| Year of publication: |
2008
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|---|---|
| Authors: | Pericoli, Marcello ; Taboga, Marco |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 40.2008, 7, p. 1471-1488
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| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Deutschland | Germany | 1973-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761419