Term Premium in a Fractionally Cointegrated Yield Curve
Year of publication: |
2020
|
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Authors: | Abbritti, Mirko |
Other Persons: | Carcel, Hector (contributor) ; Gil-Alana, Luis A. (contributor) ; Moreno, Antonio (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Schätzung | Estimation | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Theorie | Theory | Anleihe | Bond | Großbritannien | United Kingdom |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3085154 [DOI] |
Classification: | C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; E4 - Money and Interest Rates ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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