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Browsing Departament d'Economia i Empresa by Subject "yield curve"

Browsing Departament d'Economia i Empresa by Subject "yield curve"

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  • Barillas, Francisco; Nimark, Kristoffer (2012-08-01)
    An affine asset pricing model in which agents have rational but heterogeneous expectations about future asset prices is developed. We estimate the model using data on bond yields and individual survey responses from the ...

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