TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL
DE ALMEIDA, CAIO IBSEN RODRIGUESVolume:
7
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024904002748
Date:
November, 2004
File:
PDF, 807 KB
english, 2004