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~accessRights:"restricted"
~subject:"EU countries"
~subject:"Risikoprämie"
~type:"article"
~type_genre:"Conference paper"
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Empirica : journal of european economics
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A novel market efficiency index for energy futures and their term structure risk premiums
Kuruppuarachchi, Duminda
;
Premachandra, I. M.
;
Roberts, …
- In:
Energy economics
77
(
2019
),
pp. 23-33
Persistent link: https://www.econbiz.de/10012306336
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2
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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3
The perils of debt deflation in the Euro area : a multi regime model
Semmler, Willi
;
Haider, Alexander
- In:
Empirica : journal of european economics
43
(
2016
)
2
,
pp. 257-278
Persistent link: https://www.econbiz.de/10011670687
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4
Shadow short rate and monetary policy in the Euro area
Damjanović, Milan
;
Masten, Igor
- In:
Empirica : journal of european economics
43
(
2016
)
2
,
pp. 279-298
Persistent link: https://www.econbiz.de/10011670689
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5
The rent term premium for cancellable leases
Yoshida, Jiro
;
Seko, Miki
;
Sumita, Kazuto
- In:
The journal of real estate finance and economics
52
(
2016
)
4
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011717655
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6
Predictability of term spread for economic activity with liquidity premium theory
Hwang, Sunju
;
Lee, Hahn-shik
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1528-1541
Persistent link: https://www.econbiz.de/10011594363
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