Title of article
Predictable changes in yields and forward rates
Author/Authors
David Backus، نويسنده , , Silverio Foresi، نويسنده , , Abon Mozumdar، نويسنده , , Liuren Wu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
31
From page
281
To page
311
Keywords
Forecasting , A$ne models , Expectations Hypothesis , Pricing kernels , Term premiums
Journal title
Journal of Financial Economics
Serial Year
2000
Journal title
Journal of Financial Economics
Record number
257468
Link To Document