Measuring market and inflation risk premia in France and in Germany
Year of publication: |
2005
|
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Authors: | Cappiello, Lorenzo ; Guéné, Stéphane |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | CAPM | Risikoprämie | Inflation | Schätzung | Frankreich | Deutschland | business cycles | GARCH-in-Mean | Intertemporal CAPM |
Series: | ECB Working Paper ; 436 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 487397169 [GVK] hdl:10419/152870 [Handle] RePEc:ecb:ecbwps:20050436 [RePEc] |
Classification: | C32 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
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Measuring Market and Inflation Risk Premia in France and in Germany
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Measuring market and inflation risk premia in France and in Germany
Cappiello, Lorenzo, (2005)
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Measuring market and inflation risk premia in France and in Germany
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Agrégats et politique monétaires dans la zone euro
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