Bond returns and market expectations
Year of publication: |
2013
|
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Authors: | Altavilla, Carlo ; Giacomini, Raffaella ; Costantini, Riccardo |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Yield curve modelling | Futures | Market Timing | Exponential tilting | Kullback-Leibler |
Series: | cemmap working paper ; CWP20/13 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2013.2013 [DOI] 746885008 [GVK] hdl:10419/79519 [Handle] RePEc:ifs:cemmap:20/13 [RePEc] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; C5 - Econometric Modeling |
Source: |
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