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person:"Monfort, Alain"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Hördahl, Peter"
~subject:"Yield curve"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
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Yield curve
Zinsstruktur
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1975-1998
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Risikoneutralität
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Monfort, Alain
Hördahl, Peter
Cassola, Nuno
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Vestin, David
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Bergeijk, Peter A. G. van
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Berk, Jan Marc
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Bondt, Gabe J. de
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Brand, Claus
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Brousseau, Vincent
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Evjen, Snorre
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Working paper series / European Central Bank ; Eurosystem
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
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2003
Persistent link: https://www.econbiz.de/10013434618
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Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model
Hördahl, Peter
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2000
Persistent link: https://www.econbiz.de/10013434289
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A joint econometric model of macroeconomic and term struture dynamics
Hördahl, Peter
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2004
Persistent link: https://www.econbiz.de/10013434758
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