Excess holding yields and risk premia in the term structure of interest rates
Year of publication: |
1999
|
---|---|
Authors: | Lee, Tae-hwy |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 15.1999, 1, p. 145-153
|
Subject: | CAPM | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Schätzung | Estimation | USA | United States |
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