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Analysis of bond risk premia : extensions to macro-finance and multi-currency models

Wäger, Lukas - 2012

durch sogenannte "unspanned factors". Dies sind Faktoren, welche nicht durch die Zinsstruktur aufgespannt werden. "Unspanned … factors" sind Zustandsvariablen, welche Bond-Risikoprämien beeinflussen, aber nicht die aktuelle Zinsstruktur. Diese Faktoren …

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