Estimating risk premia in money market rates
Year of publication: |
2003
|
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Authors: | Durré, Alain ; Evjen, Snorre ; Pilegaard, Rasmus |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 623616 bytes 64 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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