A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
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- Ravi Bansal & Ivan Shaliastovich, 2013. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, vol. 26(1), pages 1-33.
- Ivan Shaliastovich & Ravi Bansal, 2012. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," 2012 Meeting Papers 778, Society for Economic Dynamics.
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More about this item
JEL classification:
- E0 - Macroeconomics and Monetary Economics - - General
- F0 - International Economics - - General
- F3 - International Economics - - International Finance
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2012-09-16 (Financial Development and Growth)
- NEP-MAC-2012-09-16 (Macroeconomics)
- NEP-UPT-2012-09-16 (Utility Models and Prospect Theory)
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