Term structure of interest rates: modelling the risk premium using a two-horizons framework

Georges Prat and Remzi Uctum

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Abstract: Forthcoming

Date: 2018
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Published in 35th International Symposium on Money, Banking and Finance (GDRE) , 2018, Aix-en-Provence, France

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Related works:
Journal Article: Term structure of interest rates: Modelling the risk premium using a two horizons framework (2021)
Working Paper: Term structure of interest rates: modelling the risk premium using a two horizons framework (2021)
Working Paper: Term structure of interest rates: modelling the risk premium using a two horizons framework (2018)
Working Paper: Term structure of interest rates: modelling the risk premium using a two-horizons framework (2018)
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