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Tag: term-premium
4 items with this tag.
Apr 13, 2026
Term premium decline explains the 2004-05 yield conundrum
term-structure
term-premium
monetary-policy
yield-curve
Apr 13, 2026
Cross-asset regime-consistent pricing: CRE + Treasuries under a single regime-switching SDF
cross-asset
no-arbitrage
risk-premia
term-premium
regime-switching
sdf
cre
treasury
Apr 13, 2026
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
term-structure
term-premium
monetary-policy
affine-model
Kalman-filter
survey-data
inflation-risk-premium
Apr 13, 2026
don-kim
term-structure
affine-models
term-premium
monetary-policy