Work

The Central Tendency: A Second Factor in Bond Yields

Year: 1998

Type: article

Source: The Review of Economics and Statistics

DOI: 10.1162/003465398557339

Authors: Pierluigi Balduzzi, Sanjiv Ranjan Das, Silverio Foresi

Institutions: New York University, Harvard University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124236238

FWCI: 10.37

Cites: 24

Cited by: 145

Related to: 10