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Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
Sovereign bond spreads and credit sensitivity
Schefer, Ricardo, (2020)
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M., (2014)
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle, (2000)
Clément, Emmanuelle, (1997)