Do stationary risk premia explain it all? : Evidence from the term structure
Year of publication: |
1994
|
---|---|
Authors: | Evans, Martin D. D. |
Other Persons: | Lewis, Karen K. (contributor) |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 33.1994, 2, p. 285-318
|
Subject: | Zinsstruktur | Yield curve | Finanzmarkt | Financial market | Risiko | Risk | Zeitreihenanalyse | Time series analysis | USA | United States |
-
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl, (2017)
-
Swanson, Eric T., (2011)
-
The term structure of the risk-return tradeoff
Campbell, John Y., (2005)
- More ...
-
Do risk premia explain it all? : evidence from the term structure
Evans, Martin D. D., (1990)
-
Evans, Martin D. D., (1992)
-
Do expected shifts in inflation policy affect real rates?
Evans, Martin D. D., (1992)
- More ...