Snorre Evjen

Norges Bank - Research Department

P.O. Box 1179

Oslo, N-0107

Norway

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Scholarly Papers (1)

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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)
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Abstract:

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