LeatherSagiKnowledgebase

Tag: treasury

1 item with this tag.

  • 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

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