The effects of different inflation risk premiums on interest rate spreads
Year of publication: |
2004
|
---|---|
Authors: | Berument, Hakan ; Kilinc, Zubeyir ; Ozlale, Umit |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 333.2004, C, p. 317-324
|
Publisher: |
Elsevier |
Subject: | Interest rates | Inflation uncertainty | GARCH | Kalman filter |
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