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Tractable Term Structure Models
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Lundblad, ChristianLe, AnhFeunou, BrunoFontaine, Jean-Sebastien

We introduce a new framework that facilitates term structure modeling with both positive interest rates and flexible time series dynamics but that is also tractable, meaning amenable to quick and r…

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Bond Risk Premia and Gaussian Term Structure Models
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Feunou, BrunoFontaine, Jean-Sebastien

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a Stochastic volatility model with conditional skewness
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Feunou, BrunoTedongap, Romeo


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