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The Yield Curve and Financial Risk Premia
Felix Geiger
The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial...

Editeur : Springer
Parution : 2011-08-17
Collection : Lecture Notes in Economics and Mathematical Systems
PDF, ePub

95,39 €