Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792)

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Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis
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    Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (English)
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    25 May 2016
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    cross-sectional bond pricing model
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    financial crisis
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    generalized least squares
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    stochastic discount function
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    swap rate
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    term structure of interest rates
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    US government bond
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