Bond risk premia
By: John H. Cochrane, Monika Piazzesi.
Contributors: Piazzesi, Monika.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9178; Working paper series (National Bureau of Economic Research) -- working paper no. 9178.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 44
Subjects: Rate of return -- Forecasting -- Econometric models.; Bonds -- Prices -- Forecasting -- Econometric models.; Interest rates -- Forecasting -- Econometric models.; Risk -- Forecasting.
Genres: Econometric models.
Notes: "September 2002."

JEL no. G1, E4.

Includes bibliographical references (p. 38-39).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.