The volatility of US term structure term premia 1952 - 1991
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- Henry, O.T., 1998. "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series 620, The University of Melbourne.
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- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011.
"Time-variation in term premia: International survey-based evidence,"
Journal of International Money and Finance,
Elsevier, vol. 30(4), pages 605-622, June.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009. "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series 09-02, Luxembourg School of Finance, University of Luxembourg.
More about this item
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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