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
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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