The volatility of US term structure term premia 1952 - 1991
Ólan T. Henry
| Year of publication: |
1999
|
|---|---|
| Authors: | Henry, Ólan Thomas John |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 3, p. 263-271
|
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1952-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001454511