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Description Empirical results, bond excess returns, summary statistics, 1965:01–2007:12
Article Title: Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Publication Title: Oxford Bulletin of Economics and Statistics -
Description Empirical results, bond excess returns, least squares estimation, 1965:01–2007:12
Article Title: Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Publication Title: Oxford Bulletin of Economics and Statistics -
Description Empirical results, estimated factors, average marginal R2, 1964:01–2006:12
Article Title: Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Publication Title: Oxford Bulletin of Economics and Statistics -
Description Alternative estimation strategy, bond excess returns, 1965:01–2007:12
Article Title: Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Publication Title: Oxford Bulletin of Economics and Statistics