✦ LIBER ✦

Term structure variance bounds and time varying liquidity premia

✍ Scribed by Christine Amsler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Heterogeneous Beliefs, the Term Structur

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

TIME-VARYING RISK PREMIA AND THE TERM ST

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

The maturity structure of term premia wi

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

Expectation puzzles, time-varying risk p

✍ Qiang Dai; Kenneth J. Singleton 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 522 KB

The Expectations Hypothesis of the Term

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

IN SEARCH OF TIME-VARYING TERM PREMIA IN

✍ A. S. Hum; A. D. McDonald; T. Moody 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 702 KB