Long forward probabilities, recovery, and the term structure of bond risk premiums
Likuan Qin, Vadim Linetsky, Yutian Nie
| Year of publication: |
2018
|
|---|---|
| Authors: | Qin, Likuan ; Linetsky, Vadim ; Nie, Yutian |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 12, p. 4863-4883
|
| Subject: | Rentenmarkt | Bond market | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Zinsstruktur | Yield curve | USA | United States | 1994-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhy042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005231