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

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001717801

A service of the