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~person:"Liu, Rui"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Liu, Rui
Tzavalis, Elias
8
Afonso, António
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Thornton, Daniel L.
7
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6
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6
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The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?
Gao, Xin
;
Li, Bingxin
;
Liu, Rui
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014426797
Saved in:
2
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
3
Forecasting bond risk premia with unspanned macroeconomic information
Liu, Rui
- In:
The quarterly journal of finance
9
(
2019
)
1
,
pp. 1-62
Persistent link: https://www.econbiz.de/10012029073
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4
Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of empirical finance
48
(
2018
),
pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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