Browsing by Author "Papadamou, S. T."
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An investigation of bond term premia in international government bond indices
(2006)In this study we use the monthly excess holding period yields (EHPY), and their volatility for five government bond indices markets, in order to test the popular expectations theory of the term structure and to assess ... -
Significance of risk modelling in the term structure of interest rates
(2007)This study examines the significance of risk modelling and asymmetries when researchers test the popular economic theories concerning the term structure of interest rates. A panel data set of returns on government bond ...