Skewness risk and bond prices
Year of publication: |
March 2017
|
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Authors: | Ruge-Murcia, Francisco Javier |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 2, p. 379-400
|
Subject: | Term structure of interest rates | Bond premia | Nonlinear dynamic models | Simulated method of moments | Zinsstruktur | Yield curve | Anleihe | Bond | Risikoprämie | Risk premium | Theorie | Theory | Momentenmethode | Method of moments | Simulation | CAPM |
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