A factor analysis of bond risk premia

Sydney Ludvigson, Serena Ng

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationHandbook of empirical economics and finance
    EditorsAman Ulah, David E. A. Giles
    PublisherChapman and Hall, Boca Raton, FL
    Pages313 - 372
    Volume1
    StatePublished - 2010

    Cite this

    Ludvigson, S., & Ng, S. (2010). A factor analysis of bond risk premia. In A. Ulah, & D. E. A. Giles (Eds.), Handbook of empirical economics and finance (Vol. 1, pp. 313 - 372). Chapman and Hall, Boca Raton, FL.