Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866)

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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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