Expectations, risk premia and information spanning in dynamic term structure model estimation

Rodrigo Guimarães

Year of publication:	2014
Authors:	Guimarães, Rodrigo
Publisher:	London : Bank of England
Subject:	Interest rates \| expectations \| risk premium \| dynamic term structure \| robust \| estimation \| Zinsstruktur \| Yield curve \| Risikoprämie \| Risk premium \| Theorie \| Theory \| Erwartungsbildung \| Expectation formation \| Zins \| Interest rate \| CAPM \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income

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