Resolving the Spanning Puzzle in Macro-Finance Term Structure Models* (Q4555650)

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scientific article; zbMATH DE number 6981935
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Resolving the Spanning Puzzle in Macro-Finance Term Structure Models*
scientific article; zbMATH DE number 6981935

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    Resolving the Spanning Puzzle in Macro-Finance Term Structure Models* (English)
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    20 November 2018
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    yield curve
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    term structure models
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    macro-finance
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    unspanned macro risk
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    monetary policy
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