Risk premiums in the term structure evidence from artificial economies

Risk premiums in the term structure evidence from artificial economies

Bibliographic Details
Main Authors: Backus, David (Author), Gregory, Allan W. 1954- (Author), Zin, Stanley E. (Author)
Format: Book
Language:English
Published: Kingston, Ontario, Canada Department of Economics, Queen's University 1986.
Edition:Revised [edition].
Series:Discussion paper (Queen's University (Kingston, Ontario). Institute for Economic Research) no. 665.
Subjects:
Economic forecasting > Mathematical models.