An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility
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Bibliographic InfoArticle provided by Federal Reserve Bank of Cleveland in its journal Proceedings.
Volume (Year): (1993)
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- Hasseltoft, Henrik, 2007. "The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates," SIFR Research Report Series 58, Institute for Financial Research.
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