Bond risk premia and realized jump risk

Journal of Banking and Finance

Volumn 33, Issue 12, 2009, Pages 2333-2345

  Wright, Jonathan H ^a   Zhou, Hao ^b  

^a JOHNS HOPKINS UNIVERSITY   (United States)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

Bond return predictability; Countercyclical risk premia; Expectations hypothesis; Realized jump risk; Unspanned factors

Indexed keywords

EID: 70349614171     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.06.010     Document Type: Article

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