The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates
Year of publication: |
2007-07-15
|
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Authors: | Hasseltoft, Henrik |
Institutions: | Institute for Financial Research (SIFR) |
Subject: | long run risk | cyclicality | interest rates |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SIFR Research Report Series Number 58 33 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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