Open AccessBond Risk Premia
Author(s) -
John H. Cochrane,
Monika Piazzesi
Publication year - 2002
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w9178
Subject(s) - bond , econometrics , economics , risk premium , stock (firearms) , yield curve , factor analysis , expected return , maturity (psychological) , excess return , financial economics , finance , mechanical engineering , portfolio , psychology , developmental psychology , paleontology , context (archaeology) , engineering , biology