Have Euro Area Government Bond Risk Premia Converged To Their Common State?
Year of publication: |
2008
|
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Authors: | Pozzi, Lorenzo ; Wolswijk, Guido |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Öffentliche Anleihe | Zinsstruktur | Zustandsraummodell | Belgien | Frankreich | Italien | Niederlande | Deutschland | Government bonds | euro area | interest rate spreads | state space methods |
Series: | Tinbergen Institute Discussion Paper ; 08-042/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 838021956 [GVK] hdl:10419/86669 [Handle] RePEc:dgr:uvatin:20080042 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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Have Euro area government bond risk premia converged to their common state?
Pozzi, Lorenzo, (2008)
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Have Euro Area Government Bond Risk Premia Converged To Their Common State?
Pozzi, Lorenzo, (2008)
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