Macroeconomic sources of risk in the term structure
Year of publication: |
2007
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Authors: | Balfoussia, Hiona ; Wickens, Michael R. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 39.2007, 1, p. 205-236
|
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | Wirkungsanalyse | Impact assessment |
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