Risk premia with Markov regimes and the term structure of interest rates
Zacharias Psaradakis; Martin Sola; Fabio Spagnolo
| Year of publication: |
2002
|
|---|---|
| Authors: | Psaradakis, Zacharias G. ; Sola, Martin ; Spagnolo, Fabio |
| Publisher: |
London : Birkbeck College, Univ. of London |
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | 16 S graph. Darst |
|---|---|
| Series: | Discussion papers in economics. - London, ZDB-ID 865433-5. - Vol. 2002,02 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001717801