The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Peter Schotman (Maastricht University)
- Macro Seminars
Peter Schotman (Maastricht University)
Joel Peress (INSEAD)
Dennis Karstanje (ESE, EUR)
Zhiguo He (Chicago)
Mitchel Hoffman (Yale)
Robin Zoutenbier (ESE, EUR)
Jonathan Skinner (Dartmouth College)
Mathijs Cosemans (RSM)
Andrew Ellul (Indiana)
Neil Ericsson (Federal Reserve Board)
Guangyao Zhu (EUR)
Russ Wermers (University of Maryland)
Loriane Py (Banque de France) and Yoichi Sugita (Stockholm School of Economics)
Justinas Brazys (ESE, EUR)
James Mitchell (Warwick Business School)
Remco Zwinkels (ESE, EUR)
Anthony Lynch (NYU Stern)
Wei Li (EUR)
Gideon Saar (Cornell)
Ellen Meara (Dartmouth College)