Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

DOI10.1111/JOFI.12131MaRDI QIDQ63788FDO

Authors Scott Joslin, Marcel Priebsch, Kenneth J. Singleton

Publication date 8 May 2014

Published in The Journal of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JOFI.12131

Cited in

(1)

• MultiATSM

This page was built for publication: Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q63788)