Items where Author is "Illeditsch, P"
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Article
Ehling, P, Gallmeyer, M, Heyerdahl-Larsen, C and Illeditsch, P (2018) Disagreement about inflation and the yield curve. Journal of Financial Economics, 127 (3). pp. 459-484. ISSN 0304-405X
Feldhütter, P, Heyerdahl-Larsen, C and Illeditsch, P (2018) Risk premia and volatilities in a nonlinear term structure model. Review of Finance, 22 (1). pp. 337-380. ISSN 1572-3097