현상

금리 기간구조

5편 · 2017 1편, 2020 2편, 2021 1편, 2022 1편

Tractable Term Structure Models
MS · 2022 · 인용 11 · Bruno Feunou, Jean‐Sébastien Fontaine, Anh Le 외
Speculation, Sentiment, and Interest Rates
MS · 2021 · 인용 18 · Andrea Buraschi, Paul Whelan
Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets
MS · 2020 · 인용 10 · Patrick Augustin, Roméo Tédongap
Information in the Term Structure: A Forecasting Perspective
MS · 2020 · 인용 4 · Hitesh Doshi, Kris Jacobs, Rui Liu
Bond Risk Premia and Gaussian Term Structure Models
MS · 2017 · 인용 11 · Bruno Feunou, Jean‐Sébastien Fontaine