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)
Michael P. Evers (Bonn University)
Vivien Lewis (Ghent University)
Jesus Crespo (University of Innsbruck)
Ilias Tsiakas (Warwick Business School)
James Hamilton (University of California, San Diego)
Paul De Grauwe (KU Leuven)
Alexander Michaelides, London School of Economics
Michael Binder (Goethe University, Frankfurt)