Ex Ante Bond Returns and the Liquidity Preference Hypothesis
Author:
Affiliation:
1. Stern School of Business; New York University and the NBER
2. Australian Graduate School of Management; University of New South Wales
3. Stern School of Business; New York University
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference18 articles.
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2. General equilibrium properties of the term structure of interest rates;Benninga;Journal of Financial Economics,1986
3. Is the ex ante risk premium always positive? A new approach to testing conditional asset pricing models;Boudoukh;Journal of Financial Economics,1993
4. Yield spreads and interest rate movements: A bird's eye view;Campbell;Review of Economic Studies,1991
5. A theory of the term structure of interest rates;Cox;Econometrica,1985
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