Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|69|3|1197-1233

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.69, Iss.3, 2014-06, pp. : 1197-1233

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Abstract