Macroeconomic sources of risk in the term structure
Hiona Balfoussia; Mike Wickens
| Year of publication: |
2007
|
|---|---|
| Authors: | Balfoussia, Hiona ; Wickens, Michael R. |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 39.2007, 1, p. 205-236
|
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | Wirkungsanalyse | Impact assessment |
| 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/10003429978