Risk Premia and Volatilities in a Nonlinear Term Structure Model Academic Article

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authors

Illeditsch, Philipp

published proceedings

Review of Finance

altmetric score

0.5

author list (cited authors)

Feldhtter, P., Heyerdahl-Larsen, C., & Illeditsch, P.

citation count

10

complete list of authors

Feldhütter, Peter||Heyerdahl-Larsen, Christian||Illeditsch, Philipp

publication date

September 2016

publisher

Oxford University Press (OUP) Publisher

published in

Review of Finance Journal