A long-run risks explanation of predictability puzzles in bond and currency markets

Review of Financial Studies

Volumn 26, Issue 1, 2013, Pages 1-33

  Bansal, Ravi ^a   Shaliastovich, Ivan ^b  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

E43; F31; G12; G15

Indexed keywords

EID: 84871189102     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhs108     Document Type: Article

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