Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts
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- Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
- Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts," Discussion Papers (REL - Recherches Economiques de Louvain) 2010024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Georges Prat & Remzi Uctum, 2007. "Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts," Post-Print halshs-00173105, HAL.
References listed on IDEAS
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Keywords
Term structure of interest rates; expectations; risk premium.;JEL classification:
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2007-02-17 (All new papers)
- NEP-MAC-2007-02-17 (Macroeconomics)
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