Rasmus Pilegaard

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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Scholarly Papers (1)

1.

Estimating Risk Premia in Money Market Rates

ECB Working Paper No. 221
Number of pages: 65 Posted: 04 Jun 2003
Alain Durré, Snorre Evjen and Rasmus Pilegaard
European Central Bank (ECB) - Directorate General Economics, Norges Bank - Research Department and European Central Bank (ECB)
Downloads 255 (130,431)

Abstract:

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Term structure of interest rates, Expectations hypothesis, cointegrated VAR models