A nonlinear expectations model of the term structure of interest rates with time-varying risk premia
Bong-Soo Lee
| Year of publication: |
1989
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|---|---|
| Authors: | Lee, Bong-soo |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 21.1989, 3, p. 348-367
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| Subject: | GMM | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Risiko | Risk | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | Momentenmethode | Method of moments | 1953-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001074068