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Ex Ante Bond Returns and the Liquidity Preference Hypothesis. (1999). Boudoukh, Jacob .
In: Journal of Finance.
RePEc:bla:jfinan:v:54:y:1999:i:3:p:1153-1167.

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  1. Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939.

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  2. .

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  3. An Adaptive Test of Stochastic Monotonicity. (2020). Kim, Dongwoo ; Wilhelm, Daniel ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/20.

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  4. An adaptive test of stochastic monotonicity. (2019). Kim, Dongwoo ; Wilhelm, Daniel ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:49/19.

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  5. Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302559.

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  6. The Role of Liquidity in Financial Intermediation. (2018). Khan, Muhammad Saifuddin .
    In: PhD Thesis.
    RePEc:uts:finphd:1-2018.

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  7. An adaptive test of stochastic monotonicity. (2018). Wilhelm, Daniel ; Kim, Dongwoo ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:24/18.

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  8. Testing the liquidity preference hypothesis using survey forecasts. (2015). Silva Junior, Antonio Francisco ; ORNELAS, JOSE ; Silva Jr., Antonio Francisco de Almeida, ; Ornelas, Jose Renato Haas, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:23:y:2015:i:c:p:173-185.

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  9. Nonparametric tests for tail monotonicity. (2014). Bucher, Axel ; Berghaus, Betina .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:2:p:117-126.

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  10. Testing the Liquidity Preference Hypothesis using Survey Forecasts. (2014). ORNELAS, JOSE ; Antonio Francisco de Almeida Silva Jr, ; Jose Renato Haas Ornelas, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:353.

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  11. Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:1:p:68-75.

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  12. Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts. (2010). Timmermann, Allan ; Patton, Andrew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:605-625.

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  13. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

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  14. The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market. (2005). Konstantinou, Panagiotis T..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:41:y:2005:i:3:p:70-91.

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  15. Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets. (2004). Konstantinou, Panagiotis.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0130.

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  16. Far Out on the Yield Curve. (2004). Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2004_012.

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  17. Fixed income excess returns and time to maturity. (2001). Drakos, Konstantinos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:4:p:431-442.

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  18. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility. (1999). Boudoukh, Jacob ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7213.

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  19. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility. (1999). Boudoukh, Jacob ; Whitelaw, Robert ; Stanton, Richard ; Richardson, Matthew.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-042.

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  20. The world ex ante risk premium: an empirical investigation. (1998). Ostdiek, Barbara .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:6:p:967-999.

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