On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model (Q1000392)
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scientific article; zbMATH DE number 5503440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model |
scientific article; zbMATH DE number 5503440 |
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On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model (English)
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6 February 2009
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correction mechanism for mis-pricing between assets
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long-term and short-term equilibrium levels of risk premium
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statistical yield spread model
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the state space smoothness priors approach
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0.6612361073493958
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0.6380705237388611
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