Open AccessTerm Structure of Interest Rates with Short-run and Long-run Risks
Author(s) -
Olesya V. Grishchenko,
Zhaogang Song,
Hao Zhou
Publication year - 2015
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2015.095
Subject(s) - treasury , economics , yield curve , inflation (cosmology) , risk premium , variance (accounting) , bond , consumption (sociology) , econometrics , interest rate , predictive power , short run , variance risk premium , real interest rate , yield (engineering) , monetary economics , financial economics , volatility risk premium , finance , volatility (finance) , social science , philosophy , history , archaeology , sociology , theoretical physics , accounting , volatility smile , epistemology , physics , materials science , metallurgy