Time varying term premia and traditional hypotheses about the term structure
Year of publication: |
1990
|
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Authors: | Longstaff, Francis A. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 45.1990, 4, p. 1307-1314
|
Subject: | Kapitaleinkommen | Capital income | Rationale Erwartung | Rational expectations | Zinsstruktur | Yield curve | Theorie | Theory |
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