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Is the term premium a risk premium?
Ederington, Louis H.; Goh, Jeremy C. - In: Review of quantitative finance and accounting 13 (1999) 2, pp. 137-151
Persistent link: https://www.econbiz.de/10001445821
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Is the Term Premium a Risk Premium?
Ederington, Louis H.; Goh, Jeremy C. - In: Review of quantitative finance and accounting 13 (1999) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10007184569
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Time-Varying Term Premium in T-Bill Futures Rate and the Expectations Hypothesis
Lee, Jae Ha; Jo, Hoje - In: Review of quantitative finance and accounting 6 (1996) 2, pp. 149-160
Persistent link: https://www.econbiz.de/10007208267