Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile

Journal of Monetary Economics

Volumn 44, Issue 3, 1999, Pages 555-580

  Roberds, William ^a   Whiteman, Charles H ^a,b  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Affine factor models; Term structure

Indexed keywords

EID: 0033473745     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(99)00037-9     Document Type: Article

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