Open AccessRobust Bond Risk Premia
Author(s) -
Michael D. Bauer,
James D. Hamilton
Publication year - 2015
Publication title -
review of financial studies
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/rfs/hhx096
Subject(s) - yield curve , bond , econometrics , economics , risk premium , interest rate , curvature , mathematics , monetary economics , finance , geometry
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