Substitutability, Expectations, Risk Premia and the Term Structure of Interest Rates

Substitutability, Expectations, Risk Premia and the Term Structure of Interest Rates
Author: Margaret J. Hurley
Publisher:
Total Pages: 125
Release: 1987
Genre: Interest
ISBN:


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Substitutability, Expectations, Risk Premia and the Term Structure of Interest Rates
Language: en
Pages: 125
Authors: Margaret J. Hurley
Categories: Interest
Type: BOOK - Published: 1987 - 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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Retrieving Inflation Expectations and Risk Premia Effects from the Term Structure of Interest Rates
Language: en
Pages: 31
Authors: Efthymios Argyropoulos
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper suggests an empirically attractive Gaussian dynamic term structure model to retrieve estimates of real interest rates and in፟lation expectations fr
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 term structure of interests rates
Language: en
Pages: 13
Authors: Diana Ruthenberg
Categories: Business & Economics
Type: BOOK - Published: 2006-04-14 - Publisher: GRIN Verlag

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Essay from the year 2004 in the subject Business economics - Investment and Finance, grade: 1.8, University of Plymouth (Business School), language: English, ab