The economic value of predicting bond risk premia
Year of publication: |
June 2016
|
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Authors: | Sarno, Lucio ; Schneider, Paul ; Wagner, Christian |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 247-267
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Subject: | Term structure of interest rates | Expectations hypothesis | Affine models | Risk premia | Statistical predictability | Economic value | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | Prognoseverfahren | Forecasting model | Prognose | Forecast | Erwartungsbildung | Expectation formation | Anleihe | Bond |
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