Decomposing the term structure into risk premia and expectations : evidence from the eurolira rates
Francesco Drudi and Roberto Violi
| Year of publication: |
1998
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|---|---|
| Authors: | Drudi, Francesco |
| Other Persons: | Violi, Roberto (contributor) |
| Published in: |
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER). - Basingstoke [u.a.] : Macmillan [u.a.], ISBN 0-333-71647-7. - 1998, p. 36-66
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| Subject: | Euromarkt | Euromarkets | Zins | Interest rate | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory | Wechselkurs | Exchange rate | Internationale Anleihe | International bond | Schätzung | Estimation | Italien | Italy |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001303483