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Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8018.

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Cited: 11

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Cites: 108

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Cocites: 21

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  1. The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models. (2013). Niu, Linlin ; Zeng, Gengming .
    In: Working Papers.
    RePEc:wyi:wpaper:002050.

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  2. The Ties that Bind: Monetary Policy and Government Debt Management. (2013). Turner, Philip ; Chadha, Jagjit ; Zampolli, Fabrizio .
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1318.

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  3. Deflation Risk. (2013). Lustig, Hanno ; Longstaff, Francis ; Fleckenstein, Matthias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19238.

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  4. The yield curve and the macroeconomy: Evidence from Turkey. (2013). Kaya, Huseyin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:100-107.

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  5. The aggregate demand effects of short- and long-term interest rates. (2012). Kiley, Michael.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-54.

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  6. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-44.

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  7. Inflation risk premium: evidence from the TIPS market. (2012). Huang, Jingzhi ; Grishchenko, Olesya.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-06.

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  8. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-5.

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  9. Testable Implications of Affine Term Structure Models. (2011). Wu, Jing Cynthia ; Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16931.

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  10. Large-scale asset purchases by the Federal Reserve: did they work?. (2011). Remache, Julie ; Gagnon, Joseph ; Sack, Brian ; Raskin, Matthew .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2011:i:may:p:41-59:n:v.17no.1.

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  11. Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2. (2011). Swanson, Eric.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-08.

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  21. The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Hog, Espen P. ; Frederiksen, Per H..
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