The expectations hypothesis of the term structure and time-varying risk premia : a panel data approach
Year of publication: |
2001
|
---|---|
Authors: | Harris, Richard D. F. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 63.2001, 2, p. 233-245
|
Subject: | Zinsstruktur | Yield curve | Risiko | Risk | Erwartungsbildung | Expectation formation | Theorie | Theory |
-
Expectations, uncertainty and the term structure of interest rates
Dodds, J. Colin, (1974)
-
Harris, Richard D. F., (1998)
-
Inflation uncertainty and disagreement in bond risk premia
D'Amico, Stefania, (2014)
- More ...
-
Guermat, Cherif, (2002)
-
Harris, Richard D. F., (2006)
-
Robust estimation of the optimal hedge ratio
Harris, Richard D. F., (2003)
- More ...