✦ LIBER ✦

Expectation puzzles, time-varying risk premia, and affine models of the term structure

✍ Scribed by Qiang Dai; Kenneth J. Singleton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The maturity structure of term premia wi

✍ Mark A. Hooker 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 211 KB

Heterogeneous Beliefs, the Term Structur

✍ Min Fan 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 225 KB

The Expectations Hypothesis of the Term

✍ Richard D. F. Harris 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

Time-varying term premia and the expecta

✍ Finlay, Richard; Jones, Callum 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 302 KB

TIME-VARYING RISK PREMIA AND THE TERM ST

✍ D. A. PEEL; P. F. POPE 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 680 KB

Time-varying risk premia in the term str

✍ Margaritis, Daimitri 📂 Article 📅 1994 🏛 Taylor and Francis Group 🌐 English ⚖ 726 KB