RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS" (Q5265243)
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scientific article; zbMATH DE number 6463516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS" |
scientific article; zbMATH DE number 6463516 |
Statements
RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS" (English)
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23 July 2015
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bond risk premium
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interest-rate models
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return-predicting factor
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