Term structure of interest rates : modelling the risk premium using a two horizons framework
Georges Prat, Remzi Uctum
| Year of publication: |
2021
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|---|---|
| Authors: | Prat, Georges ; Uctum, Remzi |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 182.2021, p. 421-436
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| Subject: | Interest rates | Risk premium | Survey data | Risikoprämie | Zinsstruktur | Yield curve | Theorie | Theory | Zinsrisiko | Interest rate risk | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2019.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012598396