Modeling Time Variation of Risk Premia in the Term Structure of Interest Rates

Modeling Time Variation of Risk Premia in the Term Structure of Interest Rates
Author: Jill M. Jacobs
Publisher:
Total Pages: 248
Release: 1993
Genre:
ISBN:


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Modeling Time Variation of Risk Premia in the Term Structure of Interest Rates
Language: en
Pages: 248
Authors: Jill M. Jacobs
Categories:
Type: BOOK - Published: 1993 - Publisher:

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Risk Premia in the Term Structure of Interest Rates
Language: en
Pages: 44
Authors: Dennis Bams
Categories: Interest rate risk
Type: BOOK - Published: 2000 - Publisher:

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Sources of Time-Varying Risk Premia in the Term Structure
Language: en
Pages: 40
Authors: John Elder
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper investigates the extent to which observable macroeconomic factors can explain the time-varying risk premia in the short-end of the term structure. Th
Rare Disasters and the Term Structure of Interest Rates
Language: en
Pages:
Authors: Jerry Tsai
Categories:
Type: BOOK - Published: 2015 - Publisher:

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This paper offers an explanation for the properties of the nominal term structure of interest rates and time-varying bond risk premia based on a model with rare
Time-varying Risk Premia in the Term Structure of Interest Rates in New Zealand
Language: en
Pages: 32
Authors: Dimitris Margaritis
Categories: Interest rates
Type: BOOK - Published: 1991 - Publisher:

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