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~isPartOf:"Applied financial economics"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~subject:"Risk premium"
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Risk premium
Interest rate derivative
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Applied financial economics
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Time Variation in the Tail Behaviour of Bund Futures Returns
Werner, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991262
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The information content of interest rate futures and time-varying risk premia
Staikouras, Sotiris K.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 761-771
Persistent link: https://www.econbiz.de/10002121581
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