Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866)
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English | Reexamining time-varying bond risk premia in the post-financial crisis era |
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Reexamining time-varying bond risk premia in the post-financial crisis era (English)
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22 November 2019
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bond risk premia predictability
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2008 financial crisis
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out-of-sample forecasts
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affine model
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