The maturity structure of term premia with time-varying expected returns
By: by Mark A. Hooker.
Series: Working paper -- no. 96-4.; Working paper (Federal Reserve Bank of Boston) -- no. 96-4.
Publisher: Federal Reserve Bank of Boston
Published: 1996
Place of publication: Boston
Language: eng
Number of pages: 20
Subjects: Rate of return -- Forecasting -- Econometric models.; Interest rates -- Forecasting -- Econometric models.; Time-series analysis.
Notes: "August 1996."

Includes bibliographical references (p. 17-19).