The volatility of US term structure term premia 1952 - 1991
Year of publication: |
1999
|
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Authors: | Henry, Ólan Thomas John |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 3, p. 263-271
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Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1952-1991 |
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