TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (Q4662055)
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scientific article; zbMATH DE number 2149548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL |
scientific article; zbMATH DE number 2149548 |
Statements
TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (English)
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30 March 2005
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Interest rates
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Affine models
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Expectation hypothesis Theory
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market prices of risk
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risk premia
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