Determinants of the time varying risk premia
Year of publication: |
2007-03
|
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Authors: | Chantapacdepong, Pornpinun |
Institutions: | School of Economics, Finance and Management, University of Bristol |
Subject: | ARCH-in-Mean | term structure of interest rates | risk premium | dynamic panel regression analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 96 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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