Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
1999 ◽
Vol 44
(3)
◽
pp. 555-580
◽
2014 ◽
Vol 104
(1)
◽
pp. 323-337
◽
2011 ◽
Vol 101
(4)
◽
pp. 1514-1534
◽
2000 ◽
Vol 33
(1)
◽
pp. 133-148
◽