Projects funded by the NCN
Morphology of government yield curves in less liquid markets
2020/37/N/HS4/02202
Keywords:
yield curve term premium risk premium term structure yield curve decomposition pure expectations hypothesis parsimonious yield curve
Descriptors:
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Fundacja Adeptów i Miłośników Ekonomii (FAME)
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 19 - announced on 2020-03-16
Amount awarded: 114 572 PLN
Project start date (Y-m-d): 2021-01-11
Project end date (Y-m-d): 2024-01-10
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
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