Speculation, risk premia and expectations in the yield curve
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- Francisco Barillas & Kristoffer Nimark, 2013. "Speculation, Risk Premia and Expectations in the Yield Curve," Working Papers 659, Barcelona Graduate School of Economics.
- Barillas, Francisco & Nimark, Kristoffer P, 2013. "Speculation, Risk Premia and Expectations in the Yield Curve," CEPR Discussion Papers 9755, C.E.P.R. Discussion Papers.
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More about this item
Keywordsspeculation; risk premia; yield curve;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
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