Working Paper
Robust Bond Risk Premia
Michael D. Bauer, James D. Hamilton
CESifo, Munich, 2015
CESifo Working Paper No. 5541
CESifo, Munich, 2015
CESifo Working Paper No. 5541
3 hits:
Working Paper
Restrictions on Risk Prices in Dynamic Term Structure Models
Michael D. Bauer
CESifo, Munich, 2015
CESifo Working Paper No. 5241
CESifo, Munich, 2015
CESifo Working Paper No. 5241
Working Paper
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Michael D. Bauer, Glenn D. Rudebusch
CESifo, Munich, 2015
CESifo Working Paper No. 5187
CESifo, Munich, 2015
CESifo Working Paper No. 5187