Pricing the term structure with linear regressions
Year of publication: |
2013
|
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Authors: | Adrian, Tobias ; Crump, Richard K. ; Mönch, Emanuel |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 1, p. 110-138
|
Subject: | Term structure of interest rates | Fama-MacBeth regressions | Dynamic asset pricing estimation | Empirical finance | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | CAPM |
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