Risk Structure of Interest Rates: An Empirical Analysis for Deutschemark-denominated Bonds


Düllmann, Klaus ; Uhrig-Homburg, Marliese ; Windfuhr, Marc


DOI: https://doi.org/10.1111/1468-036X.00129
URL: https://onlinelibrary.wiley.com/doi/epdf/10.1111/1...
Additional URL: https://EconPapers.repec.org/RePEc:bla:eufman:v:6:...
Document Type: Article
Year of publication: 2000
The title of a journal, publication series: European Financial Management
Volume: 6
Issue number: 3
Page range: 367-388
Place of publication: Oxford
Publishing house: Wiley-Blackwell
ISSN: 1354-7798 , 1468-036X
Related URLs: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=241742, https://www.researchgate.net/publication/227440759_Liquidity_and_corporate_yield_spreads_lessons_from_Tunisian_bond_market, http://web.b.ebscohost.com/ehost/pdfviewer/pdfviewer?vid=3&sid=177fe8be-9c64-41ea-a8c7-7059e1e1cc94%40sessionmgr101
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Bühler Em)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Düllmann, Klaus ; Uhrig-Homburg, Marliese ; Windfuhr, Marc (2000) Risk Structure of Interest Rates: An Empirical Analysis for Deutschemark-denominated Bonds. European Financial Management Oxford 6 3 367-388 [Article]


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