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curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …
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curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …
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implications of this finding for asset prices. The uncovered dynamics of consumption implies modestly upward sloping real bond and …
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implications of this finding for asset prices. The uncovered dynamics of consumption implies modestly upward sloping real bond and …
Persistent link: https://www.econbiz.de/10013218634
Persistent link: https://www.econbiz.de/10003793584
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