Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
| Year of publication: |
2008
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|---|---|
| Authors: | Pericoli, Marcello ; Taboga, Marco |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 2183626. - Vol. 40.2008, 7, p. 1471-1488
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