The reinvestment risk premium in the valuation of British and Russian government bonds

Author:

Teplova Tamara V.,Rodina Victoria A.

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference55 articles.

1. Expectations, uncertainty and risk premium;Abaidoo;J. Financ. Econ. Policy,2017

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3. A cointegration analysis of treasury bill yields;Anderson;Rev. Econ. Stat.,1992

4. Are there arbitrage gaps in the UK gilt strips market?;Armitage;J. Bank. Financ.,2012

5. An assessment of the relative importance of real interest rates, inflation, and term premiums in determining the prices of real and Nominal U.K. Bonds;Barr;Rev. Econ. Stat.,1997

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