Risk Premia in Term Structure of Interest Rates: A Panel Data Approach

D. Bams and Christian Wolff

Working Papers from Southern California - School of Business Administration

Abstract: This paper proposes a panel data approach to model the risk premium in the term structure of interest rate.

Keywords: RISK; INTEREST RATE (search for similar items in EconPapers)
JEL-codes: D80 (search for similar items in EconPapers)
Date: 1998

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Persistent link: http://EconPapers.repec.org/RePEc:fth:socabu:98-50

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