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Unspanned Latent Risks and Bond Risk Premia in the U.S. Treasury Market

Reference

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis N. (2026). Unspanned Latent Risks and Bond Risk Premia in the U.S. Treasury Market. Presented at the 41st Meeting of the European Economic Association, Joint EEA-ESEM Congress, Dublin, Ireland.

Publication Type

Presentation at Scholarly Conference