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Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of business and economic statistics, 25 (4). pp. 411-426. ISSN 0735-0015
Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International journal of central banking, 7 (2). pp. 135-171. ISSN 1815-4654
Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia. . (Unpublished)
Ritschl, Albrecht and Salferaz, Samad (2010) Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. CEP Discussion Paper, No. 977. Centre for Economic Performance, London School of Economics and Political Science, London, UK.