Research and publications

Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model

The Journal of Fixed Income, Vol. 30, Issue 1, Summer 2020
 

Author(s) :

Riccardo Rebonato, Riccardo Ronzani

Summary :

The Journal of Fixed Income, Vol. 30, Issue 1, Summer 2020
 

Type : Academic Publication
Date : 25/09/2020