Short and Long Horizon Term and Inflation Risk Premia in the US Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices under Regime Shifts
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Paper provided by Center for Research in Security Prices, Graduate School of Business, University of Chicago in its series CRSP working papers with number 508.
|Date of creation:||Dec 1999|
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Web page: http://gsbwww.uchicago.edu/fac/finance/papers/
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