Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Year of publication: |
2004
|
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Authors: | Almeida, Caio |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 7, p. 919-947
|
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Swap | Schätzung | Estimation | Brasilien | Brazil |
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