Chapter 13. Bond Pricing and the Macroeconomy
Year of publication: |
2013
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Authors: | Duffee, Gregory R. |
Published in: |
Financial markets and asset pricing. - Amsterdam : North-Holland, Elsevier, ISBN 978-0-444-59406-8. - 2013, p. 907-967
|
Subject: | Term structure | Affine models | Macro-finance | No-arbitrage | Theorie | Theory | CAPM | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Anleihe | Bond | Arbitrage Pricing | Arbitrage pricing |
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