Estimating risk premia in money market rates
Year of publication: |
2003
|
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Authors: | Pilegaard, Rasmus ; Durré, Alain ; Evjen, Snorre |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Series: | ECB Working Paper ; 221 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152655 [Handle] RePEc:ecb:ecbwps:20030221 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C32 - Time-Series Models |
Source: |
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