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Miniature of Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

GSB Authors: Kenneth Singleton
Date: 2014-06-01
Publication Type: Articles
Publication: The Journal of Finance

Miniature of The Term Structure of Interest Rates in a Dsge Model with Recursive Preferences

The Term Structure of Interest Rates in a Dsge Model with Recursive Preferences

GSB Authors: Jules Binsbergen
Date: 2012-10-05
Publication Type: Articles
Publication: Journal of Monetary Economics