Determinants of the term premium in Brazil
Adonias Evaristo da Costa Filho
| Alternative title: | Determinantes do prêmio de risco pela maturidade na curva de juros brasileira |
|---|---|
| Year of publication: |
2023
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| Authors: | Costa Filho, Adonias Evaristo da |
| Published in: |
Revista brasileira de economia de empresas. - Brasília : [Verlag nicht ermittelbar], ISSN 1676-8000, ZDB-ID 2439386-1. - Vol. 23.2023, 2, p. 33-48
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| Subject: | Term premium | Expected short-term interest rate | Affine model | Zinsstruktur | Yield curve | Brasilien | Brazil | Risikoprämie | Risk premium | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
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