An empirical analysis of unspanned risk for the U.S. yield curve
Karoll Gomez
| Year of publication: |
julio-diciembre 2016
|
|---|---|
| Authors: | Gómez, Karoll |
| Published in: |
Lecturas de economía. - Medellín : [Verlag nicht ermittelbar], ISSN 0120-2596, ZDB-ID 875951-0. - Vol. 85.2016, p. 11-51
|
| Subject: | liquidity risk | inflation-indexed bond market | affine term structure | unspanned factors | predictability | Zinsstruktur | Yield curve | USA | United States | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Großbritannien | United Kingdom | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassungen in spanischer und französischer Sprache |
| Other identifiers: | 10.17533/udea.le.n85a01 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011591780