Bond Term Premium Analysis in the Presence of Multiple Regimes
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DOI: 10.1111/j.1468-2443.2006.00050.x
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References listed on IDEAS
- Kathleen D. Walsh, 2006. "Is the Ex Ante Risk Premium Always Positive? Further Evidence," Australian Journal of Management, Australian School of Business, vol. 31(1), pages 93-113, June.
- Reuben A. Kessel, 1965. "The Cyclical Behavior of the Term Structure of Interest Rates," NBER Books, National Bureau of Economic Research, Inc, number kess65-1.
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- Vijay A Murik, 2013. "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 49-65, April.
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