Work

Expectations and term premia in EFSF bond yields

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4187872

Authors: Andrea Carriero, Lorenzo Ricci, Elisabetta Vangelista

Institutions: Queen Mary University of London, University of Bologna, European Stability Mechanism, Government of the United Kingdom

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4290928796

Cites: 34

Cited by: 2

Related to: 10