Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
Year of publication: |
1996
|
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Authors: | Roberds, William ; Whiteman, Charles H. |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Financial markets | Interest rates |
Series: | Working Paper ; 96-11 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/100767 [Handle] RePEc:fip:fedawp:96-11 [RePEc] |
Source: |
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