Robust Bond Risk Premia
收藏NBER2017-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23480
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资源简介：
A consensus has recently emerged that variables beyond the level, slope, and curvature of the yield curve can help predict bond returns. This paper shows that the statistical tests underlying this evidence are subject to serious small-sample distortions. We propose more robust tests, including a
提供机构：
美国国家经济研究局
创建时间：
2017-06-01
