Real Risk, Inflation Risk, and the Term Structure
Year of publication: |
2002-02-10
|
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Authors: | Evans, Martin |
Institutions: | Georgetown University, Department of Economics |
Subject: | Term Structure | Risk Premia | Inflation Risk | Markov-Switching |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E31 - Price Level; Inflation; Deflation ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System |
Source: |
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