Patrick Augustin, Roméo Tédongap. Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. Management Science, 67(10):6266-6293, 2021. [doi]
@article{AugustinT21,
title = {Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets},
author = {Patrick Augustin and Roméo Tédongap},
year = {2021},
doi = {10.1287/mnsc.2020.3757},
url = {https://doi.org/10.1287/mnsc.2020.3757},
researchr = {https://researchr.org/publication/AugustinT21},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {67},
number = {10},
pages = {6266-6293},
}