Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model

The Journal of Fixed Income, Vol. 30, Issue 2, Fall 2020
 

Author(s):

Riccardo Rebonato

EDHEC Business School

Riccardo Ronzani

Universita Bocconi

The Journal of Fixed Income, Vol. 30, Issue 2, Fall 2020
 

Type: Academic publication
Date: le 01/10/2020
Research Cluster : Finance
Source : The Journal of Fixed Income

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