Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation
A unified framework reveals that most macroeconomic factors have increasing unconditional term structures with large risk premia at business cycle horizons.
Featured in No. 40 on 13 Mar 2024 · 5 days after release · 3 citations today
- Released
- 8 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Citations (Semantic Scholar)
- 3
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 4752696
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