scholarly journals The Term Structure of Currency Futures' Risk Premia

2021 ◽  
Author(s):  
KERSTIN BERNOTH ◽  
JÜRGEN VON HAGEN ◽  
CASPER DE VRIES
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Currency Futures

Risk Premia and Wishart Term Structure Models

2010 ◽  
Author(s):  
Carl Chiarella ◽  
Chih-Ying Hsiao ◽  
Thuy Duong To
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Term Structure Models

The term structure of equity and variance risk premia

2020 ◽  
Vol 219 (2) ◽  
pp. 204-230 ◽  
Author(s):  
Yacine Aït-Sahalia ◽  
Mustafa Karaman ◽  
Loriano Mancini
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Variance Risk

scholarly journals Bond Risk Premia and Gaussian Term Structure Models

2018 ◽  
Vol 64 (3) ◽  
pp. 1413-1439 ◽  
Author(s):  
Bruno Feunou ◽  
Jean-Sébastien Fontaine
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Term Structure Models ◽  
Bond Risk Premia ◽  
Bond Risk
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