Funding shortages, expectations, and forward rate risk premium
Robert Jarrow and Sujan Lamichhane
| Year of publication: |
2022
|
|---|---|
| Authors: | Jarrow, Robert A. ; Lamichhane, Sujan |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 7, p. 1321-1341
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| Subject: | Expectations hypothesis | Financial intermediary leverage ratios | Forward rates | Funding shortages | Inverted yield curves | Term risk premium | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Theorie | Theory | Erwartungsbildung | Expectation formation | Währungsderivat | Currency derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2057352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367902