The quality of public information and the term structure of interest rates
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-012-0295-y.pdf
Reference48 articles.
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3. Brennan MJ, Xia Y (2001b) Stock return volatility and equity premium. J Monet Econ 47:249–283
4. Buraschi A, Jiltsov A (2007) Habit formation and macroeconomic models of the term structure of interest rates. J Finan 62:3009–3063
5. Campbell J, Shiller R (1984) A simple account of the behavior of long term interest rates. Am Econ Rev 74:44–48
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