The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia

The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia
Author: Richard D. F. Harris
Publisher:
Total Pages: 15
Release: 1998
Genre: Interest rate risk
ISBN:


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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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Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure
Language: en
Pages: 32
Authors: Qiang Dai
Categories: Bond yields - Forecasting
Type: BOOK - Published: 2001 - Publisher:

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Though linear projections of returns on the slope of the yield curve have contradicted the implications of the traditional expectations theory, ' we show that t
Expectations Puzzle, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
Language: en
Pages: 32
Authors: Qiang Dai
Categories:
Type: BOOK - Published: 2001 - Publisher:

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Though linear projections of returns on the slope of the yield curve have contradicted the implications of the traditional quot;expectations theory,quot; we sho
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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Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
Language: en
Pages: 30
Authors: Qiang Dai
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Though linear projections of returns on the slope of the yield curve have contradicted the implications of the traditional quot;expectations theory,quot; we sho