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Term premiums in bond returns

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Author Info
Fama, Eugene F.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45KNKTP-40/2/1e9bf85aa412f787b3b40da8e420c683
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 13 (1984)
Issue (Month): 4 (December)
Pages: 529-546
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Handle: RePEc:eee:jfinec:v:13:y:1984:i:4:p:529-546

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Pornpinun Chantapacdepong, 2007. "Determinants of the time varying risk premia," Bristol Economics Discussion Papers 07/597, Department of Economics, University of Bristol, UK. [Downloadable!]
  2. Byeongseon Seo, 2000. "Nonlinear Mean Reversion In The Term Structure Of Interest Rates," Computing in Economics and Finance 2000 121, Society for Computational Economics. [Downloadable!]
  3. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002. "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers 8990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Soon-Ja Lee & Michael L. Smith, . "Property-Casualty Insurance Guaranty Funds and Insurer Vulnerability to Misfortune," Research in Financial Economics 9506, Ohio State University. [Downloadable!]
  5. Nijman, T.E. & Roon, F.A. de & Veld, C., 1996. "Pricing term structure risk in futures markets," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
  6. Jun Liu & Francis Longstaff & Ravit Mandell, 2000. "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," University of California at Los Angeles, Anderson Graduate School of Management 1076, Anderson Graduate School of Management, UCLA. [Downloadable!]
  7. Christopher F. Baum & Olin Liu, 1994. "An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates," Boston College Working Papers in Economics 275., Boston College Department of Economics. [Downloadable!]
  8. Alexius, Annika, 2004. "Far Out on the Yield Curve," Working Paper Series 2004:12, Uppsala University, Department of Economics. [Downloadable!]
  9. Alfonso Novales & Pilar Abad, 2002. "Risk Premia in the Term Structure of Swaps in Pesetas," Documentos del Instituto Complutense de Análisis Económico 0219, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  10. Soon-Jae Lee & Michael L. Smith, . "Property-Casualty Insurance Guaranty Funds And Insurer Vulnerability To Misfortune," Research in Financial Economics 9616, Ohio State University. [Downloadable!]
  11. Davide Lombardo & Marco Pagano, 1999. "Legal Determinants of the Return on Equity," CSEF Working Papers 24, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Dec 2000. [Downloadable!]
    Other versions:
  12. Qiang Dai & Kenneth J. Singleton, 2001. "Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure," NBER Working Papers 8167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. repec:fip:fedreq:y:1986:i:jul:p:3-12:n:v.72no.4 is not listed on IDEAS
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