Changing Uncertainty and the Time-varying Risk Premia in the Term Structure of Nominal Interest Rates

Changing Uncertainty and the Time-varying Risk Premia in the Term Structure of Nominal Interest Rates
Author: Jae Won Park
Publisher:
Total Pages: 33
Release: 1990
Genre: Bonds
ISBN:


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Changing Uncertainty and the Time-varying Risk Premia in the Term Structure of Nominal Interest Rates
Language: en
Pages: 33
Authors: Jae Won Park
Categories: Bonds
Type: BOOK - Published: 1990 - Publisher:

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Changing Uncertainity and the Time-varying Risk Premia in the Term Structure of Nominal Interest Rates
Language: en
Pages: 33
Authors: Jae Won Park
Categories: Bonds
Type: BOOK - Published: 1990 - Publisher:

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Regime Shifts, Risk and the Term Structure
Language: en
Pages: 36
Authors: Martin D.D. Evans
Categories:
Type: BOOK - Published: 2010 - Publisher:

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This paper develops and estimates a general equilibrium model for the term structures of nominal and real interest rates that incorporates regime-switching into
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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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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