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~isPartOf:"Applied financial economics"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~subject:"Risk premium"
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Estimating risk premia in money market rates
Durré, Alain
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2003
Persistent link: https://www.econbiz.de/10013434548
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2
Time variation in the tail behaviour of bund futures returns
Werner, Thomas
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2002
Persistent link: https://www.econbiz.de/10013434623
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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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