Endogenous Uncertainty and Risk Premiums in the Structure of Interest Rates
No abstract is available for this item.
|Date of creation:||2001|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://economia.udec.cl
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:cnc:wpaper:03-2001. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Hugo Salgado)
If references are entirely missing, you can add them using this form.