Risk bonuses and time structure of interest rates

Home>Issue 2>Risk bonuses and time structure of interest rates

Table of contents

Annotation Estimate Publication content

References Comments

Risk bonuses and time structure of interest rates

Annotation

PII

S042473880000621-2-1

Publication type

Article

Status

Published

Authors

Alexey Pomansky Send message Oleg Buklemishev

Edition

Volume 28 Issue 2

Pages

252-260

Abstract

Экономика и математические методы, Risk bonuses and time structure of interest rates

Date of publication

01.03.1992

Number of purchasers

Views

770

Readers community rating

0.0 (0 votes)

Cite Download pdf

GOST	Buklemishev O., Pomansky A. Risk bonuses and time structure of interest rates // Economics and the Mathematical Methods. – 1992. – V. 28. – Issue 2 C. 252-260 .
MLA	Buklemishev, Oleg, Pomansky, Alexey "Risk bonuses and time structure of interest rates." Economics and the Mathematical Methods. 28.2 (1992).:252-260.
APA	Buklemishev O., Pomansky A. (1992). Risk bonuses and time structure of interest rates. Economics and the Mathematical Methods. vol. 28, no. 2, pp.252-260


1

Comments

No posts found

Write a review

Translate