The impact of a new futures contract on risk premia in the term structure : an APT analysis for French government bonds
Alessandro Citanna and Riccardo Rovelli
| Year of publication: |
1993
|
|---|---|
| Authors: | Citanna, Alessandro |
| Other Persons: | Rovelli, Riccardo (contributor) |
| Published in: |
Financial markets' liberalisation and the role of banks. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-41982-4. - 1993, p. 218-247
|
| Subject: | CAPM | Anleihe | Bond | Zinsstruktur | Yield curve | Derivat | Derivative | Risikoprämie | Risk premium | Theorie | Theory | Frankreich | France |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001282492