The term structure of government debt uncertainty
Year of publication: |
19 July 2019
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Authors: | Mele, Antonio ; Obayashi, Yoshiki ; Yang, Shihao |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | fixed income volatility | information content of government bond volatility | government bond variance swaps | Treasury markets | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Zinsstruktur | Yield curve | Staatspapier | Government securities | Öffentliche Schulden | Public debt | Theorie | Theory | Anleihe | Bond | Swap | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP13874 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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