Short and long horizon term and inflation risk premia in the US term structure : evidence from an integrated model for nominal and real bond prices under regime shifts /
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Author / Creator: | Veronesi, Pietro. |
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Imprint: | Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1999. |
Description: | 65 leaves : ill. ; 28 cm. |
Language: | English |
Series: | [Working paper series] ; W.P. 508 Working paper series (University of Chicago. Center for Research in Security Prices) ; no. 508. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5901360 |
Other authors / contributors: | Yared, Francis Bechara. |
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Notes: | "December 1999." Includes bibliographical references. |
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