Long-run risks in the term structure of interest rates : estimation
Taeyoung Doh
| Year of publication: |
2013
|
|---|---|
| Authors: | Doh, Taeyoung |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 28.2013, 3, p. 478-497
|
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Risikoprämie | Risk premium | Risiko | Risk | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009756493