Time Variation in Term Premia: International Evidence
Year of publication: |
2005-03
|
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Authors: | Jongen, Ron ; Verschoor, Willem F C ; Wolff, Christian C |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | EMS | expectations hypothesis | interest rate expectations | rationality | survey data | term structure | time-varying term premia |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4959 |
Classification: | E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G15 - International Financial Markets |
Source: |
-
Time-Variation in Term Permia: International Survey-Based Evidence
Wolff, Christian, (2009)
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Buscher, Herbert S., (2011)
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Buscher, Herbert S., (2011)
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An Evaluation Framework for Alternative VaR Models
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Bams, Dennis, (2000)
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