Reexamining time-varying bond risk premia in the post-financial crisis era
Year of publication: |
2019
|
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Authors: | Zhang, Han ; Fan, Xiaoyun ; Guo, Bin ; Zhang, Wei |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 109.2019, p. 1-19
|
Subject: | 2008 Financial crisis | Affine model | Bond risk premia predictability | Out-of-sample forecasts | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Prognose | Forecast | Anleihe | Bond | Kapitaleinkommen | Capital income |
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