✦ LIBER ✦

A comment on bond risk, bond return volatility, and the term structure of interest rates

✍ Scribed by Andréas Heinen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bond risk, bond return volatility, and t

✍ Luis M. Viceira 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 380 KB

AN EMPIRICAL ANALYSIS OF BOND MARKETS AN

✍ L. N. CHRISTOFIDES 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 730 KB

Terms Structure of Interest Rates and Im

✍ Shang-Wu Yu 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 375 KB

The calendar structure of risk and expec

✍ Joseph P. Ogden 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 282 KB

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✍ Juha Seppälä 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 436 KB

On the term structure of interest rates

✍ Marius J.L. Jonkhart 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 558 KB