The realized forward term premium in the repo market
Seth J. Kopchak
| Year of publication: |
2013
|
|---|---|
| Authors: | Kopchak, Seth J. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 2, p. 253-278
|
| Subject: | Expectations hypothesis | State space | Repurchase agreement market | Erwartungsbildung | Expectation formation | Equity-Premium-Puzzle | Equity premium puzzle |
| 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/10009750788