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Bond risk premia and the return forecasting factor - MaRDI portal

Bond risk premia and the return forecasting factor (Q2697065)

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scientific article
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Bond risk premia and the return forecasting factor
scientific article

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    Bond risk premia and the return forecasting factor (English)
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    17 April 2023
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    affine term structure models
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    bond risk premia
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    excess returns
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    return forecasting factor
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