LeatherSagiKnowledgebase

Tag: risk-premium

3 items with this tag.

  • Apr 13, 2026

    The regime-shift risk premium is an economically large component of the term premium in long-maturity US Treasury bonds

    • risk-premium
    • regime-switching
    • term-structure
    • treasury-bonds
    • no-arbitrage
  • Apr 13, 2026

    Inflation risk premium

    • term-structure
    • real-rates
    • inflation
    • risk-premium
    • no-arbitrage
  • Apr 13, 2026

    Regime-Shift Risk Premium

    • risk-premium
    • regime-switching
    • term-structure
    • no-arbitrage
    • asset-pricing

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