Arbitrage-free bond pricing with dynamic macroeconomic models
Michael F. Gallmeyer; Burton Hollifield; Francisco J. Palomino and Stanley E. Zin
| Year of publication: |
2007
|
|---|---|
| Authors: | Gallmeyer, Michael F. ; Hollifield, Burton ; Palomino, Francisco ; Zin, Stanley E. |
| Published in: |
Review / Federal Reserve Bank of St. Louis. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0014-9187, ZDB-ID 281571-0. - Vol. 89.2007, 4, p. 305-326
|
| Subject: | Anleihe | Bond | CAPM | Zinsstruktur | Yield curve | Inflation | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentar vh. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003507772