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~person:"Hughston, Lane P."
~person:"Raczko, Andrzej"
~subject:"Euro area"
~subject:"Risk premium"
~type_genre:"Conference paper"
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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
2
Negative bond term premia : a new challenge for Polish conventional monetary policy
Jabłecki, Juliusz
;
Raczko, Andrzej
;
Wesołowski, Grzegorz
- In:
Inflation mechanisms, expectations and monetary policy
,
(pp. 303-315)
.
2016
Persistent link: https://www.econbiz.de/10011597027
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