Arbitrage-free models of stocks and bonds
Year of publication: |
2013
|
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Authors: | Durham, J. Benson |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | equity risk premium | Treasury term premium | affine arbitrage-free models |
Series: | Staff Report ; 656 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 774940697 [GVK] hdl:10419/93671 [Handle] RePEc:fip:fednsr:656 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: |
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