Short-run bond risk premia
Philippe Mueller, Andrea Vedolin, Hao Zhou
| Year of publication: |
2019
|
|---|---|
| Authors: | Mueller, Philippe ; Vedolin, Andrea ; Zhou, Hao |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 9.2019, 3, p. 1-34
|
| Subject: | Variance risk premium | bond risk premia | expectations hypothesis | inflation dynamics | economic uncertainty | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Anleihe | Bond | Inflationserwartung | Inflation expectations | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Kapitaleinkommen | Capital income | Risiko | Risk | Prognose | Forecast | Inflation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139219500113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166887