scholarly journals The maturity structure of term premia with time-varying expected returns

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Vol 39 (3) ◽  
pp. 391-407 ◽  
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Keyword(s):  
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Time Varying ◽  
Maturity Structure ◽  
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What Matters When? Time-Varying Sparsity in Expected Returns

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Author(s):  
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Matthias Büchner ◽  
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scholarly journals End-of-the-year economic growth and time-varying expected returns

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Vol 115 (1) ◽  
pp. 136-154 ◽  
Author(s):  
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Jesper Rangvid
Keyword(s):  
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Expected Returns ◽  
Time Varying
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