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Browsing Economics by Author "Vichiansin, Bovorn"

Browsing Economics by Author "Vichiansin, Bovorn"

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  • Vichiansin, Bovorn (2006)
    Recent studies by Dai and Singleton (2002), Duffee (2002), and Duarte (2004) show that affine term structure models that match the time variability of the expected returns of bond yields do not generate time variation in ...

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