Revisiting the Bond Premium Puzzle: A Robustness Approach

Published: 4 February 2026| Version 1 | DOI: 10.17632/v8v7kjj47y.1
Contributor:
Ferenc Horvath

Description

This file contains the MATLAB code used to obtain the results in the paper Revisiting the Bond Premium Puzzle: A Robustness Approach by Ferenc Horvath, Frank de Jong, and Bas J.M. Werker.

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Finance, Financial Economics, Asset Pricing

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