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Term Premium Determinants, Return Enhancement and...
Journal article

Term Premium Determinants, Return Enhancement and Interest Rate Predictability

Abstract

This paper investigates whether simple term premium estimation techniques provide potential for return enhancement and interest rate predictability.

Authors

Deaves R

Journal

Journal of Business Finance & Accounting, Vol. 25, No. 3&4, pp. 485–499

Associated Experts

Richard Deaves

Professor Emeritus, DeGroote School of Business
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Labels

Fields of Research (FoR)

3501 Accounting, auditing and accountability3502 Banking, finance and investment