haku: @freeterm time-varying / yhteensä: 3
viite: 3 / 3
« edellinen | seuraava »
| Tekijä: | Wright, G. |
| Otsikko: | Term risk premia in shipping markets: Reconciling the evidence |
| Lehti: | Journal of Transport Economics and Policy
2007 : MAY, VOL 41:2, p. 247-256 |
| Asiasana: | risk premium shipping industry |
| Vapaa asiasana: | time-varying term-risk premia |
| Kieli: | eng |
| Tiivistelmä: | This article discusses the time-varying term risk prem1a as a possible explanation for unsuccesfull attempts to establish the expectations hypothesis applicable to shipping markets. The author argues that there is an additional result in his work was identifying contradictory attitudes to term risk between the shipping and financial markets. This study reconciders the theoretical background and develops an alternative approach to the conventional methodology on term structure. |
« edellinen | seuraava »
SCIMA