Resolving the Spanning Puzzle in Macro-Finance Term Structure Models*
From MaRDI portal
Publication:4555650
DOI10.1093/rof/rfw044zbMath1402.91826OpenAlexW3122581902MaRDI QIDQ4555650
Glenn D. Rudebusch, Michael D. Bauer
Publication date: 20 November 2018
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfw044
Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)
Related Items
Fundamental bubbles in equity markets, Macroeconomic environment, money demand and portfolio choice, Time to build and bond risk premia, Time to build and bond risk premia