Variance Risk Premium and Bond Return Predictability

doi:10.25540/YD7D-95A=

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Bibliographic Details
Main Author:	YIN XIMING
Other Authors:	FINANCE
Format:	Dataset .xlsx .txt
Published:	2020
Subjects:	Random field Term structure Instantaneous volatility Variance Risk Premium Bond return predictability
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/169774 https://doi.org/10.25540/YD7D-95A=
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-169774
record_format	dspace
spelling	sg-nus-scholar.10635-1697742020-06-15T13:17:41Z Variance Risk Premium and Bond Return Predictability YIN XIMING FINANCE Random field Term structure Instantaneous volatility Variance Risk Premium Bond return predictability doi:10.25540/YD7D-95A= <p>This dataset contains the yield curves information for U.S zero coupon bonds. The maturities range from two-year to ten-year. It also contains the fixed income derivatives data used in the paper. </p> 2020-06-15T06:43:50Z 2020-06-15T06:43:50Z 2020-06-15 Dataset .xlsx .txt YIN XIMING (2020-06-15). Variance Risk Premium and Bond Return Predictability. ScholarBank@NUS Repository. [Dataset]. <a href="https://doi.org/10.25540/YD7D-95A=" target="_blank">https://doi.org/10.25540/YD7D-95A=</a> https://scholarbank.nus.edu.sg/handle/10635/169774 https://doi.org/10.25540/YD7D-95A= Attribution-NonCommercial 4.0 International http://creativecommons.org/licenses/by-nc/4.0/
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Random field Term structure Instantaneous volatility Variance Risk Premium Bond return predictability
spellingShingle	Random field Term structure Instantaneous volatility Variance Risk Premium Bond return predictability YIN XIMING Variance Risk Premium and Bond Return Predictability
description	doi:10.25540/YD7D-95A=
author2	FINANCE
author_facet	FINANCE YIN XIMING
format	Dataset .xlsx .txt
author	YIN XIMING
author_sort	YIN XIMING
title	Variance Risk Premium and Bond Return Predictability
title_short	Variance Risk Premium and Bond Return Predictability
title_full	Variance Risk Premium and Bond Return Predictability
title_fullStr	Variance Risk Premium and Bond Return Predictability
title_full_unstemmed	Variance Risk Premium and Bond Return Predictability
title_sort	variance risk premium and bond return predictability
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/169774 https://doi.org/10.25540/YD7D-95A=
_version_	1681101111999594496

Variance Risk Premium and Bond Return Predictability

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