Work

Bond Variance Risk Premia

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1787478

Authors: Philippe Mueller, Andrea Vedolin, Yu-Min Yen

Institutions: University of Warwick, Boston University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1541586030

Cites: 77

Cited by: 44

Related to: 10