Have Euro Area Government Bond Risk Premia Converged To Their Common State?
Year of publication: |
2008-04-18
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Authors: | Pozzi, Lorenzo ; Wolswijk, Guido |
Institutions: | Tinbergen Instituut |
Subject: | Government bonds | euro area | interest rate spreads | state space methods |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 08-042/2 |
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?
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