Term structure variance bounds and time varying liquidity premia
Christine Amsler
| Year of publication: |
1984
|
|---|---|
| Authors: | Amsler, Christine |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 16.1984, 1/2, p. 137-144
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| Subject: | Kapitalzinsstruktur | Rationale Erwartung | Zinsstruktur | Yield curve | Theorie | Theory | Liquidität | Liquidity | Risikoprämie | Risk premium | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001826839