Term structure persistence
Mirko Abbritti, Luis A. Gil-Alana, Yuliya Lovcha and Antonio Moreno
| Year of publication: |
2016
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|---|---|
| Authors: | Abbritti, Mirko ; Gil-Alaña, Luis A. ; Lovcha, Yuliya ; Moreno, Antonio |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 14.2016, 2, p. 331-352
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| Subject: | affine term structure | fixed-income securities | fractional integration | term premium | yield curve | Zinsstruktur | Yield curve | Anleihe | Bond | Theorie | Theory | Schätzung | Estimation | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbv003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589005