Risk Premia in Term Structure of Interest Rates: A Panel Data Approach.

This paper proposes a panel data approach to model the risk premium in the term structure of interest rate.

Year of publication:	1998
Authors:	Bams, D. ; Wolff, C.
Institutions:	Marshall School of Business, University of Southern California
Subject:	RISK \| INTEREST RATE

Series:	Southern California - School of Business Administration.
Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	D80 - Information and Uncertainty. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005774083