현상

채권 위험프리미엄

5편 · 2017 1편, 2020 1편, 2021 2편, 2026 1편

Bond Risk Characteristics and Factor Risk Premia
MS · 2026 · 인용 0 · Pierluigi Balduzzi, Michael F. Connolly, Alan J. Marcus
Speculation, Sentiment, and Interest Rates
MS · 2021 · 인용 18 · Andrea Buraschi, Paul Whelan
Mind the (Convergence) Gap: Bond Predictability Strikes Back!
MS · 2021 · 인용 1 · Andrea Berardi, Michael Markovich, Alberto Plazzi 외
Real and Nominal Equilibrium Yield Curves
MS · 2020 · 인용 21 · Alex Hsu, Erica X. N. Li, Francisco Palomino
Bond Risk Premia and Gaussian Term Structure Models
MS · 2017 · 인용 11 · Bruno Feunou, Jean‐Sébastien Fontaine