Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/11880
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Fonseca, José Soares da | - |
dc.date.accessioned | 2009-10-30T13:29:03Z | - |
dc.date.available | 2009-10-30T13:29:03Z | - |
dc.date.issued | 2001 | - |
dc.identifier.citation | Estudos do GEMF. 8 (2001) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/11880 | - |
dc.description.abstract | One central subject in the literature on the term structure of interest rates is the empirical evidence about risk premiums and their stochastic processes. The traditional theory of the term structure accepted that risk premiums were zero or monotonically increased with the bonds’ maturity. Cointegration methods provide a useful tool for obtaining estimations of the long-term mean of risk premiums. For this reason, these methods are applied in the present research to the Portuguese Treasury Bills Interest Rates series from 1990 to 1998, in order to show the nature of stable relationship between interest rates of different terms, and to obtain information about the forward premiums. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | FEUC. Grupo de Estudos Monetários e Financeiros | en_US |
dc.rights | openAccess | en_US |
dc.title | The Risk Premiums in the PortugueseTreasury Bills Interest Rates | en_US |
dc.type | workingPaper | en_US |
uc.controloAutoridade | Sim | - |
item.openairetype | workingPaper | - |
item.fulltext | Com Texto completo | - |
item.languageiso639-1 | en | - |
item.grantfulltext | open | - |
item.cerifentitytype | Publications | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
crisitem.author.dept | Faculty of Economics | - |
crisitem.author.researchunit | Group for Monetary and Financial Studies | - |
crisitem.author.researchunit | CeBER – Centre for Business and Economics Research | - |
crisitem.author.orcid | 0000-0002-7995-4872 | - |
Appears in Collections: | FEUC- Vários |
Files in This Item:
File | Description | Size | Format | |
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The Risk Premiums in the PortugueseTreasury Bills.pdf | 73.19 kB | Adobe PDF | View/Open |
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