Risk Premia in the Term Structure of Swaps in Pesetas
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- Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012. "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers 12.06, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
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KeywordsTerm structure; Interest rate swaps; Expectations theory; Forwad rate; Risk premium.;
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