Interest rate risk in credit markets

American Economic Review

Volumn 100, Issue 2, 2010, Pages 579-584

  Piazzesi, Monika ^a   Schneider, Martin ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956127575     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.100.2.579     Document Type: Conference Paper

References (5)

1. Bekaert, Geert, and Steven R. Grenadier. 1999. "Stock and Bond Pricing in an Affine Economy." National Bureau of Economic Research Working Paper 7346.
2. Doepke, Matthias, and Martin Schneider. 2006. "Inflation and the Redistribution of Nominal Wealth." Journal of Political Economy, 114(6): 1069-1097
3. Lettau, Martin, and Jessica A. Wachter. 2009. "The Term Structures of Equity and Interest Rates." Unpublished.
4. Lustig, Hanno, Stijn Van Nieuwerburgh, and Adrien Verdelhan. 2009. "The Wealth-Consumption Ratio." Unpublished.
5. Piazzesi, Monika, and Martin Schneider. 2009. "Trend and Cycle in Bond Premia." Unpublished.