The persistence in volatility of the US term premium : 1970 - 1986
Elias Tzavalis ; M. R. Wickens
| Year of publication: |
1994
|
|---|---|
| Authors: | Tzavalis, Elias ; Wickens, Michael R. |
| Publisher: |
Exeter |
| Subject: | USA | United States | Volatilität | Volatility | Risikoprämie | Risk premium | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve |
| Extent: | 10 S. : graph. Darst |
|---|---|
| Series: | Discussion papers in economics. - Exeter, ISSN 1473-3293, ZDB-ID 2199452-3. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000912868