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isPartOf:"The journal of fixed income"
~subject:"CAPM"
~subject:"Forecasting model"
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The journal of fixed income
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Forecasting sovereign credit spreads : a cointegration model
Sueppel, Ralph
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10003018846
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2
Short-term predictability of the term structure
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10002682297
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3
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
4
The term structure, the CAPM, and the market risk premium : an interesting puzzle
Cornell, Bradford
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 85-88
Persistent link: https://www.econbiz.de/10001364579
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