Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
| Year of publication: |
1999
|
|---|---|
| Authors: | Roberds, William ; Whiteman, Charles H. |
| Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 44.1999, 3, p. 555-580
|
| Publisher: |
Elsevier |