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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Kapitaleinkommen
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Affine arbitrage-free dynamic term structure model
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What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
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