What is it about?
The paper develops a novel approach for measuring market expectation and term premium from the term structure of interest rates.
Featured Image
Perspectives
The updated US term premium estimates are freely available from the author's website at https://sites.google.com/site/wisesummer/Home/research/updated_data_for_ye-2015
Dr. Xiaoxia Ye
University of Liverpool
Read the Original
This page is a summary of: A New Approach to Measuring Market Expectations and Term Premia, The Journal of Fixed Income, March 2015, Institutional Investor Journals,
DOI: 10.3905/jfi.2015.24.4.022.
You can read the full text:
Resources
Contributors
The following have contributed to this page
