Risk premiums in dynamic term structure models with unspanned macro risks

Scott Joslin, Marcel Priebsch and Kenneth J. Singleton

Year of publication:	2014
Authors:	Joslin, Scott ; Priebsch, Marcel ; Singleton, Kenneth J.
Published in:	The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 3, p. 1197-1233
Subject:	Konjunktur \| Business cycle \| Schock \| Shock \| Risikoprämie \| Risk premium \| Zinsstruktur \| Yield curve \| USA \| 1985-2007

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