A factor analysis of bond risk premia

Sydney Ludvigson, Serena Ng

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Original languageEnglish (US)
    Title of host publicationHandbook of Empirical Economics and Finance (Paperback version)
    PublisherCRC Press
    Pages313-371
    Number of pages59
    ISBN (Electronic)9781420070361
    ISBN (Print)9781420070354
    StatePublished - Apr 19 2016

    Fingerprint

    Factor Analysis
    Factor analysis
    Risk premia

    ASJC Scopus subject areas

    • Mathematics(all)
    • Economics, Econometrics and Finance(all)
    • Business, Management and Accounting(all)

    Cite this

    Ludvigson, S., & Ng, S. (2016). A factor analysis of bond risk premia. In Handbook of Empirical Economics and Finance (Paperback version) (pp. 313-371). CRC Press.

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

    Handbook of Empirical Economics and Finance (Paperback version). CRC Press, 2016. p. 313-371.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Ludvigson, S & Ng, S 2016, A factor analysis of bond risk premia. in Handbook of Empirical Economics and Finance (Paperback version). CRC Press, pp. 313-371.
    Ludvigson S, Ng S. A factor analysis of bond risk premia. In Handbook of Empirical Economics and Finance (Paperback version). CRC Press. 2016. p. 313-371
    Ludvigson, Sydney ; Ng, Serena. / A factor analysis of bond risk premia. Handbook of Empirical Economics and Finance (Paperback version). CRC Press, 2016. pp. 313-371
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