Term Structures of Asset Prices and Returns - FEDERAL RESERVE BANK of NEW YORK

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Term Structures of Asset Prices and Returns

David Backus, Nina Boyarchenko, and Mikhail Chernov
Staff Reports, Number 774, April 2016

Author Disclosure Statement

David Backus

The author declares that he has no relevant or material financial interests that relate to the research described in this paper.

Nina Boyarchenko

The author declares that she has no relevant or material financial interests that relate to the research described in this paper.

Mikhail Chernov

The author declares that he has no relevant or material financial interests that relate to the research described in this paper.

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