Risk premiums in dynamic term structure models with unspanned macro risks

Journal of Finance

Volumn 69, Issue 3, 2014, Pages 1197-1233

  Joslin, Scott ^a   Priebsch, Marcel ^b   Singleton, Kenneth J ^c  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b FEDERAL RESERVE BOARD   (United States)

^c STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84899953392     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/jofi.12131     Document Type: Article

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