Replication package for "Do Long-Term Yields Help to Estimate Short-Term Risk Premia"
Published: 6 September 2026| Version 2 | DOI: 10.17632/434b5fgyjz.2
Contributors:
Stephen Schaefer, , Roger BrownDescription
Replication package for "Do Long-Term Yields Help to Estimate Short-Term Risk Premia" by Andrea Berardi, Roger Brown and Stephen Schaefer
Files
Steps to reproduce
The package includes a pdf file entitled "Replication_Package_Documentation" that describes implementation.
Institutions
- Ca' Foscari University of VeniceVeneto, Venice
- London Business SchoolEngland, London
Categories
Financial Economics, Asset Pricing, Term Structure of Interest Rates