搜索结果: 1-1 共查到“知识库 安全管理工程 Through-bond”相关记录1条 . 查询时间(0.108 秒)
Bond Risk Premia
Bond Risk Premia central result
2015/7/23
We study time variation in expected excess bond returns. We run regressions of
one-year excess returns on initial forward rates. We find that a single factor, a
single tent-shaped linear combi...