Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/11880
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dc.contributor.authorFonseca, José Soares da-
dc.date.accessioned2009-10-30T13:29:03Z-
dc.date.available2009-10-30T13:29:03Z-
dc.date.issued2001-
dc.identifier.citationEstudos do GEMF. 8 (2001)en_US
dc.identifier.urihttp://hdl.handle.net/10316/11880-
dc.description.abstractOne central subject in the literature on the term structure of interest rates is the empirical evidence about risk premiums and their stochastic processes. The traditional theory of the term structure accepted that risk premiums were zero or monotonically increased with the bonds’ maturity. Cointegration methods provide a useful tool for obtaining estimations of the long-term mean of risk premiums. For this reason, these methods are applied in the present research to the Portuguese Treasury Bills Interest Rates series from 1990 to 1998, in order to show the nature of stable relationship between interest rates of different terms, and to obtain information about the forward premiums.en_US
dc.language.isoengen_US
dc.publisherFEUC. Grupo de Estudos Monetários e Financeirosen_US
dc.rightsopenAccessen_US
dc.titleThe Risk Premiums in the PortugueseTreasury Bills Interest Ratesen_US
dc.typeworkingPaperen_US
uc.controloAutoridadeSim-
item.languageiso639-1en-
item.fulltextCom Texto completo-
item.grantfulltextopen-
crisitem.author.deptFaculdade de Economia, Universidade de Coimbra-
crisitem.author.researchunitGroup for Monetary and Financial Studies-
crisitem.author.researchunitCentre for Business and Economics Research-
crisitem.author.orcid0000-0002-7995-4872-
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