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Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia

Min Fan ()

Annals of Finance, 2006, vol. 2, issue 3, 259-285

Keywords: Heterogeneous beliefs; The term structure; Survey forecasts; G12; D84 (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

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DOI: 10.1007/s10436-006-0039-x

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