Risk Premia in Term Structure of Interest Rates: A Panel Data Approach
This paper proposes a panel data approach to model the risk premium in the term structure of interest rate.
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|Date of creation:||1998|
|Date of revision:|
|Contact details of provider:|| Postal: University of Southern California, School of BusinessAdministration, Los Angeles, CA 90089-1421.|
Web page: http://www.marshall.usc.edu/
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