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Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria, (2020)
Term structure of interest rates : modelling the risk premium using a two horizons framework
Prat, Georges, (2018)
The nonlinear nature of country risk and its implications for DSGE models
Brzoza-Brzezina, Michał, (2020)
The collateralizability premium
Ai, Hengjie, (2020)
Ai, Hengjie, (2019)
News shocks and the production-based term structure of equity returns
Ai, Hengjie, (2018)