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September 6, 2023

Papers We Read This Week

Robust Log-normal Stochastic Volatility for Interest Rate Dynamics: Sepp, Artur and Rakhmonov, Parviz (December 31, 2022)
Information in the Term Structure of Yield Curve Volatility: Cieslak, Anna and Povala, Pavol (October 28, 2014)
Decomposing the Yield Curve: Cochrane, John H. and Piazzesi, Monika (January 26, 2009)
Yield Curve Premia: Brooks, Jordan and Moskowitz, Tobias J. (July 1, 2017)

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