Risk Premia in the Term Structure of Interest Rates

Risk Premia in the Term Structure of Interest Rates
Author: Dennis Bams
Publisher:
Total Pages: 44
Release: 2000
Genre: Interest rate risk
ISBN:


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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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Risk Premia in the Term Structure of Interest Rates: a Panel Data Approoach
Language: en
Pages: 30
Authors: Dennis Bams
Categories:
Type: BOOK - Published: 2000 - Publisher:

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The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia
Language: en
Pages: 15
Authors: Richard D. F. Harris
Categories: Interest rate risk
Type: BOOK - Published: 1998 - Publisher:

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The Inflation Risk Premium in the Term Structure of Interest Rates
Language: en
Pages: 0
Authors: Peter Hördahl
Categories:
Type: BOOK - Published: 2013 - Publisher:

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A dynamic term structure model based on an explicit structural macroeconomic framework is used to estimate inflation risk premia in the United States and the eu
The Term Structure of Interest Rates
Language: en
Pages: 163
Authors: Dennis Bams
Categories:
Type: BOOK - Published: 1999 - Publisher:

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