Reexamining time-varying bond risk premia in the post-financial crisis era
type: Item
instance of: scholarly article
title: Reexamining time-varying bond risk premia in the post-financial crisis era
zbMATH Open document ID: 1425.91418
author: Han Zhang
author: Xiaoyun Fan
author: Bin Guo
author: Wei Zhang
publication date: 2019-11-22T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7135269
zbMATH Keywords: bond risk premia predictability
zbMATH Keywords: 2008 financial crisis
zbMATH Keywords: out-of-sample forecasts
zbMATH Keywords: affine model
MaRDI profile type: Publication
full work available at URL: j.jedc.2019.103777
OpenAlex ID: W2979787323
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DOI: 10.1016/J.JEDC.2019.103777
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7135269