Forecasting Bond Risk Premia using Stationary Yield Factors

2021 ◽  
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Martin P.E. Martens ◽  
Michel van der Wel
Keyword(s):  
Risk Premia ◽  
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Robust Bond Risk Premia

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Author(s):  
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Christoph Fricke ◽  
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Keyword(s):  
Asset Management ◽  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk
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