The monotonicity of the term premium: A closer look
- 31 March 1987
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 18 (1) , 185-192
- https://doi.org/10.1016/0304-405x(87)90068-7
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Interest-risk sensitive deposit insurance premiaJournal of Banking & Finance, 1985
- Term premiums in bond returnsJournal of Financial Economics, 1984
- The information in the term structureJournal of Financial Economics, 1984
- An Estimate of the Liquidity PremiumJournal of Political Economy, 1975
- Significance Levels for the Ratio of the Mean Square Successive Difference to the VarianceThe Annals of Mathematical Statistics, 1942