Nonstationary term premia and cointegration of the term structure
Kai Carstensen
| Year of publication: |
2003
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|---|---|
| Authors: | Carstensen, Kai |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 80.2003, 3, p. 409-413
|
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kointegration | Cointegration | Theorie | Theory | Deutschland | Germany |
| 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/10001801258