Open AccessInterest rates risk-premium and shape of the yield curve
Author(s) -
Srdjan Stojanović
Publication year - 2016
Publication title -
discrete and continuous dynamical systems. series b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2016013
Subject(s) - yield curve , economics , yield (engineering) , interest rate , risk aversion (psychology) , risk premium , econometrics , incomplete markets , forward rate , bond , mathematical economics , financial economics , expected utility hypothesis , microeconomics , monetary economics , finance , materials science , metallurgy