Cappiello, Lorenzo (contributor); … - 2005
resulting risk premia are proxied by economic variables, which are related to the business cycle. We employ differentials in ….cappiello@ecb.int; tel: +49-69 1344 8765
3 DG Economics, European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany;
e … risk premia are proxied by
economic variables, which are related to the business cycle. We employ differentials in …