Alternative term structure models for reviewing expectations puzzles
Christina Nikitopoulos Sklibosios; Eckhard Platen
| Year of publication: |
2013
|
|---|---|
| Authors: | Nikitopoulos, Christina Sklibosios ; Platen, Eckhard |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 10.2013, 2, p. 349-372
|
| Subject: | Expectations hypothesis | time-varying term premiums | real-world probability measure | market price of risk | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010391196