Risk premiums in dynamic term structure models with unspanned macro risks
Scott Joslin, Marcel Priebsch and Kenneth J. Singleton
| Year of publication: |
2014
|
|---|---|
| Authors: | Joslin, Scott ; Priebsch, Marcel ; Singleton, Kenneth J. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 3, p. 1197-1233
|
| Subject: | Konjunktur | Business cycle | Schock | Shock | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | USA | 1985-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010373335