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.

    A factor analysis of bond risk premia. / Ludvigson, Sydney; Ng, Serena.

    Handbook of empirical economics and finance. ed. / Aman Ulah; David E. A. Giles. Vol. 1 Chapman and Hall, Boca Raton, FL, 2010. p. 313 - 372.

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

    Ludvigson, S & Ng, S 2010, A factor analysis of bond risk premia. in A Ulah & DEA Giles (eds), Handbook of empirical economics and finance. vol. 1, Chapman and Hall, Boca Raton, FL, pp. 313 - 372.
    Ludvigson S, Ng S. A factor analysis of bond risk premia. In Ulah A, Giles DEA, editors, Handbook of empirical economics and finance. Vol. 1. Chapman and Hall, Boca Raton, FL. 2010. p. 313 - 372
    Ludvigson, Sydney ; Ng, Serena. / A factor analysis of bond risk premia. Handbook of empirical economics and finance. editor / Aman Ulah ; David E. A. Giles. Vol. 1 Chapman and Hall, Boca Raton, FL, 2010. pp. 313 - 372
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