Open AccessRegime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Author(s) -
Ravi Bansal,
George Tauchen,
Hao Zhou
Publication year - 2003
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2003.21
Subject(s) - predictability , econometrics , affine term structure model , bond , volatility (finance) , short rate , treasury , term (time) , economics , regression , business cycle , yield curve , risk premium , mathematics , statistics , physics , finance , archaeology , quantum mechanics , keynesian economics , history