Bond pricing and the macroeconomy
Year of publication: |
2012
|
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Authors: | Duffee, Gregory R. |
Publisher: |
Baltimore, MD : The Johns Hopkins University, Department of Economics |
Subject: | Anleihe | Zinsstruktur | Risikoprämie | Arbitrage Pricing | USA | Term structure | affine models | macro-finance | no-arbitrage |
Series: | Working Paper ; 598 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 717266532 [GVK] hdl:10419/101349 [Handle] |
Classification: | G12 - Asset Pricing |
Source: |
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