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Conference Paper: An Affine Model of Long Maturity Forward Rates, with Predictable Risk Premium

TitleAn Affine Model of Long Maturity Forward Rates, with Predictable Risk Premium
Authors
Issue Date2004
Persistent Identifierhttp://hdl.handle.net/10722/112174

 

DC FieldValueLanguage
dc.contributor.authorCarverhill, APen_HK
dc.date.accessioned2010-09-26T03:20:48Z-
dc.date.available2010-09-26T03:20:48Z-
dc.date.issued2004en_HK
dc.identifier.urihttp://hdl.handle.net/10722/112174-
dc.languageengen_HK
dc.relation.ispartofAmerican Finance Association Conference, San Diegoen_HK
dc.titleAn Affine Model of Long Maturity Forward Rates, with Predictable Risk Premiumen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailCarverhill, AP: carverhill@business.hku.hken_HK
dc.identifier.authorityCarverhill, AP=rp01042en_HK
dc.identifier.hkuros108780en_HK

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