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Povala, Pavol's
Scholarly Papers
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Total Downloads
1,235 |
Total
Citations
13 |
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Cieslak, Anna Northwestern University - Kellogg School of Management Povala, Pavol University of Lugano - Institute of Finance
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15 Nov 10
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Last Revised:
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31 Dec 11
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634
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11
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term premia, bond return forecasting factor, macro factors
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Cieslak, Anna Northwestern University - Kellogg School of Management Povala, Pavol University of Lugano - Institute of Finance
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20 Aug 09
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Last Revised:
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14 May 13
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515
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2
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interest rate risk, realized yield covariance matrix, affine models, macro uncertainty, liquidity
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Povala, Pavol University of Lugano - Institute of Finance
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60
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elasticity of intertemporal substitution, real interest rate, monetary policy, term structure of interest rates
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4.
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Cieslak, Anna Northwestern University - Kellogg School of Management Povala, Pavol University of Lugano - Institute of Finance
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28 Mar 13
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Last Revised:
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14 May 13
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26
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monetary policy, expectations, imperfect information
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4
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