Work

Estimating Risk Premia in Money Market Rates

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.411584

Authors: Alain C. J. Durre, Snorre Evjen, Rasmus Pilegaard

Institutions: Centre National de la Recherche Scientifique, European Central Bank, Université Catholique de Lille, Laboratoire d'Étude des Microstructures, Norges Bank

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1594347035

Cites: 22

Cited by: 32

Related to: 10