Term premia and interest rate forecasts in affine models
Gregory R. Duffee
| Year of publication: |
2002
|
|---|---|
| Authors: | Duffee, Greg |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 1, p. 405-443
|
| Subject: | Zinsstruktur | Yield curve | Zins | Interest rate | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Staatspapier | Government securities | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001650385