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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Li, Canlin"
~person:"Nguyen, Giang H."
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USA
Government securities
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Staatspapier
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United States
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1985-2000
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Capital income
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Forecast
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Kapitaleinkommen
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Liquidität
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Log-ACD models
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Public bond
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Theory
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Treasury market
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Li, Canlin
Nguyen, Giang H.
Das, Sanjiv R.
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Engle, Robert F.
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Journal of econometrics
Staff reports / Federal Reserve Bank of New York
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Journal of financial markets
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Review of asset pricing studies : RAPS
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ECONIS (ZBW)
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Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
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2
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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