Canonical term-structure models with observable factors and the dynamics of bond risk premia

Journal of Money, Credit and Banking

Volumn 40, Issue 7, 2008, Pages 1471-1488

  Pericoli, Marcello ^a   Taboga, Marco ^a  

^a BANK OF ITALY   (Italy)

Author keywords

Risk premium; Term structure models; Yield curve

Indexed keywords

EID: 52649179441     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2008.00167.x     Document Type: Article

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