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Bond risk, bond return volatility, and the term structure of interest rates

✍ Scribed by Luis M. Viceira

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A comment on bond risk, bond return vola

✍ Andréas Heinen 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 169 KB

Bond price representations and the volat

✍ Peter Ritchken; L. Sankarasubramanian 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 462 KB

UK Macroeconomic Volatility and the Term

✍ Peter Spencer 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 669 KB

Estimation of the term structure of inte

✍ G. Lassak 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 405 KB

Inflation and rates of return on long-te

✍ Eric Chang; J.Michael Pinegar 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 239 KB

AN EMPIRICAL ANALYSIS OF BOND MARKETS AN

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