Stephane Guene

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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Scholarly Papers (1)

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Measuring Market and Inflation Risk Premia in France and in Germany

Number of pages: 35 Posted: 28 Apr 2005
Lorenzo Cappiello and Stephane Guene
European Central Bank (ECB) and European Central Bank (ECB)
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Abstract:

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Intertemporal CAPM, business cycles, GARCH-in-Mean