GARCH-M estimates of variable risk premia for 180-day Australian bank bills
A. David McDonald, Jon D. Kendall and Tim I. A. Ridley
| Year of publication: |
1993
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|---|---|
| Authors: | MacDonald, Alexander David |
| Other Persons: | Kendall, Jon David (contributor) ; Ridley, Tim I. (contributor) |
| Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - Vol. 69.1993, 204, p. 10-19
|
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Rationale Erwartung | Rational expectations | Australien | Australia | 1977-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001144643