1. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (7th October 2016) Authors: Bauer, Michael D.; Rudebusch, Glenn D. Journal: Review of finance Issue: Volume 21:Number 2(2017) Page Start: 511 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Restrictions on Risk Prices in Dynamic Term Structure Models. Issue 2 (3rd April 2018) Authors: Bauer, Michael D. Journal: Journal of business & economic statistics Issue: Volume 36:Issue 2(2018) Page Start: 196 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Robust Bond Risk Premia. (22nd September 2017) Authors: Bauer, Michael D.; Hamilton, James D. Journal: Review of financial studies Issue: Volume 31:Number 2(2018) Page Start: 399 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗