Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia

Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia
Author: Nikolaus Hautsch
Publisher:
Total Pages:
Release: 2008
Genre:
ISBN:


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Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia
Language: en
Pages:
Authors: Nikolaus Hautsch
Categories:
Type: BOOK - Published: 2008 - Publisher:

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The Yield Curve and Financial Risk Premia
Language: en
Pages: 320
Authors: Felix Geiger
Categories: Business & Economics
Type: BOOK - Published: 2011-08-17 - Publisher: Springer Science & Business Media

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The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind th
Yield Curve Modeling and Forecasting
Language: en
Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
The Price and Quantity of Interest Rate Risk
Language: en
Pages: 0
Authors: Jennifer N. Carpenter
Categories:
Type: BOOK - Published: 2021 - Publisher:

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Studies of the dynamics of bond risk premia that do not account for the corresponding dynamics of bond risk are hard to interpret. We propose a new approach to
Analysis of Bond Risk Premia
Language: en
Pages: 0
Authors: Lukas Wäger
Categories:
Type: BOOK - Published: 2012 - Publisher:

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The focus of this thesis is on bond return predictability and providing an empirical and economic understanding of bond risk premia. The thesis consists of an e