✦ LIBER ✦

The maturity structure of term premia with time-varying expected returns

✍ Scribed by Mark A. Hooker

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Expectation puzzles, time-varying risk p

✍ Qiang Dai; Kenneth J. Singleton 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 522 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 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 and the cross s

✍ Hui Guo 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 223 KB

The expectations hypothesis, term premia

✍ Walid Hejazi; Huiwen Lai; Xian Yang 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 97 KB