Alternative Term Structure Models for Reviewing Expectations Puzzles
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References listed on IDEAS
- F. A. Lutz, 1940. "The Structure of Interest Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 55(1), pages 36-63.
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More about this item
Keywordsexpectations hypothesis; time-varying term premiums; real-world probability measure; market price of risk;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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