A factor analysis of bond risk premia

Sydney Ludvigson, Serena Ng

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English (US)
Title of host publication	Handbook of empirical economics and finance
Editors	Aman Ulah, David E. A. Giles
Publisher	Chapman and Hall, Boca Raton, FL
Pages	313 - 372
Volume	1
State	Published - 2010

Cite this

@inbook{5ade2d4ca5e048d3a34f79ce6bba1978,

title = "A factor analysis of bond risk premia",

author = "Sydney Ludvigson and Serena Ng",

year = "2010",

language = "English (US)",

volume = "1",

pages = "313 -- 372",

editor = "Aman Ulah and Giles, {David E. A.}",

booktitle = "Handbook of empirical economics and finance",

publisher = "Chapman and Hall, Boca Raton, FL",

}