Ting Wu

Shanghai University of Finance and Economics

Dr.

777 Guoding Road

Shanghai, AK Shanghai 200433

China

  • Shanghai University of Finance and Economics

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Model Uncertainty and Term Structure Anomalies

Number of pages: 50 Posted: 12 Mar 2015 Last Revised: 19 Nov 2015
Ting Wu and Xiaoneng Zhu
Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
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Abstract:

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Ambiguity, bond risk premia, model uncertainty, term structure, robustness.