The persistence in volatility of the US term premium : 1970 - 1986
Elias Tzavalis ; M. R. Wickens
| Year of publication: |
1995
|
|---|---|
| Authors: | Tzavalis, Elias |
| Other Persons: | Wickens, Michael R. (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 49.1995, 4, p. 381-389
|
| Subject: | GARCH | Zinsrisiko | Interest rate risk | Risikoprämie | Risk premium | Volatilität | Volatility | USA | United States | 1970-1986 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001190457