Market’s expectations and bond risk premia on Italian and German government bonds
Spadaro, Emmanuele (A.A. 2015/2016) Market’s expectations and bond risk premia on Italian and German government bonds. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 81. [Master's Degree Thesis]
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Abstract/Index
Understanding the yield curve. Estimating ex-ante term premium. In�ation uncertainty and term premium.
References
Bibliografia: pp. 61-62.
Thesis Type: | Master's Degree Thesis |
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Institution: | LUISS Guido Carli |
Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
Chair: | Fixed income, credit and commodities |
Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
Thesis Co-Supervisor: | Carmassi, Jacopo |
Academic Year: | 2015/2016 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 20 Oct 2016 07:14 |
Last Modified: | 20 Oct 2016 07:14 |
URI: | https://tesi.luiss.it/id/eprint/17070 |
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