Long-term sovereign interest rates in Czechia, Hungary and Poland : a comparative assessment with an affine term structure model
Year of publication: |
2022
|
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Authors: | Janus, Jakub |
Published in: |
Statistics in transition : an international journal of the Polish Statistical Association. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 23.2022, 1, p. 153-171
|
Subject: | long-term interest rates | affine term structure model | term premium | risk-neutralrates | Central Europe | Polen | Poland | Zinsstruktur | Yield curve | Ungarn | Hungary | Tschechien | Czech Republic | Zins | Interest rate | Risikoprämie | Risk premium |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.2478/stattrans-2022-0009 [DOI] hdl:10419/266300 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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