The realized forward term premium in the repo market
Year of publication: |
2013
|
---|---|
Authors: | Kopchak, Seth J. |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 16.2013, 2, p. 253-278
|
Publisher: |
Elsevier |
Subject: | Expectations hypothesis | State space | Repurchase agreement market |
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