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

Dennis 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)
Pages: 28 pages
Date: 1998
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Related works:
Journal Article: Risk premia in the term structure of interest rates: a panel data approach (2003)
Working Paper: Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:socabu:98-50

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