Bond risk premia and Gaussian term structure models / by Bruno Feunou and Jean-Sébastien Fontaine. : FB3-2/114-13E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Bond risk premia and Gaussian term structure models / by Bruno Feunou and Jean-Sébastien Fontaine.
Series title Bank of Canada working paper1701-93972014-13
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada April 2014.
Description 51p.graphs, references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/114-13E-PDF
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