Market-based short-rate uncertainty and time-varying expected returns

Journal of Economic Dynamics and Control 2026 Open access

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Authors: Deshui Yu, Difang Huang, Ximing Yin

DOI: 10.1016/j.jedc.2026.105348

Cited by: 0

References: 57

Fields of Study & Subjects

Financial Markets and Investment Strategies Market Dynamics and Volatility Housing Market and Economics

References 57