Time to build and bond risk premia
Year of publication: |
2020
|
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Authors: | Guo, Bin ; Huang, Fuzhe ; Li, Kai |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 121.2020, p. 1-22
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Subject: | Bond risk premia | CIR model | Non-Markovian asset pricing | Path dependence | Stochastic delay differential equations | Time to build | Theorie | Theory | Risikoprämie | Risk premium | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Anleihe | Bond | CAPM |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 125, April 2021, ohne Seitenangabe |
Other identifiers: | 10.1016/j.jedc.2020.104024 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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