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Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of empirical finance 48 (2018), pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?
Gao, Xin; Li, Bingxin; Liu, Rui - In: Journal of commodity markets 30 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014426797
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Information in the term structure : a forecasting perspective
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5255-5277
Persistent link: https://www.econbiz.de/10012625107