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Restrictions on Risk Prices in Dynamic Term Structure Models. (2015). Bauer, Michael.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_5241.

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Cited: 6

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Cites: 51

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Cocites: 50

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  1. Learning about Term Structure Predictability under Uncertainty. (2018). Cao, Shuo.
    In: GRU Working Paper Series.
    RePEc:cth:wpaper:gru_2018_006.

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  2. Pricing of bonds and equity when the zero lower bound is relevant. (2017). Kick, Heinrich .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20171992.

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  3. Monetary Policy, Bond Risk Premia, and the Economy. (2015). Ireland, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21576.

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  4. Monetary policy, bond risk premia, and the economy. (2015). Ireland, Peter.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:124-140.

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  5. Long-run priors for term structure models. (2015). Roberts-Sklar, Matt ; Meldrum, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0575.

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  6. Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve. (2015). Valente, Giorgio ; Remolona, Eli ; Hördahl, Peter ; Hordahl, Peter.
    In: BIS Working Papers.
    RePEc:bis:biswps:527.

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References

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