Risk Premia in Term Structure of Interest Rates: A Panel Data Approach
AbstractThis paper proposes a panel data approach to model the risk premium in the term structure of interest rate.
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Bibliographic InfoPaper provided by Southern California - School of Business Administration in its series Papers with number 98-50.
Length: 28 pages
Date of creation: 1998
Date of revision:
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Postal: University of Southern California, School of BusinessAdministration, Los Angeles, CA 90089-1421.
Web page: http://www.marshall.usc.edu/
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RISK ; INTEREST RATE;
Find related papers by JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
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