SMEAL WIKI

Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile

William Roberds, Charles H. Whiteman
Year1999
VenueJournal of Monetary Economics
Typearticle
Citations66
DOI10.1016/s0304-3932(99)00037-9
OpenAlexW2026488684

Topics

Stochastic processes and financial applicationsPredictabilityTerm (time)EconomicsEconometricsShort rate