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Macroeconomics and the Term Structure. (2012). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S..
In: Journal of Economic Literature.
RePEc:aea:jeclit:v:50:y:2012:i:2:p:331-67.

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  80. Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market. (2018). Marfatia, Hardik ; Juko, Sonja ; Mbarek, Lassaad.
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  81. Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
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  82. Sovereign default and maturity choice. (2018). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan.
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  83. Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh.
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  84. Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Dubofsky, David ; Stivers, Chris.
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  86. A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Iania, Leonardo ; Dewachter, Hans.
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  88. Forecasting Inflation Uncertainty in the G7 Countries. (2018). Wilfling, Bernd ; Bekiros, Stelios ; Segnon, Mawuli.
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  89. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
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    RePEc:nbr:nberwo:20594.

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  40. Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility. (2014). Wu, Jing Cynthia ; Creal, Drew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20115.

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  41. Nonlinear Kalman Filtering in Affine Term Structure Models. (2014). Christoffersen, Peter ; Karoui, Lotfi ; Jacobs, Kris ; Dorion, Christian.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1404.

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  42. Nonlinear Kalman Filtering in Affine Term Structure Models. (2014). Christoffersen, Peter ; Karoui, Lotfi ; Jacobs, Kris ; Dorion, Christian.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:9:p:2248-2268.

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  43. Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?. (2014). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Christensen, Jens H. E., .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-03.

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  44. Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

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  45. Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2013). Rudebusch, Glenn ; Christensen, Jens ; Christensen, Jens H. E., .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-39.

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  46. A Regime-Switching Model of the Yield Curve at the Zero Bound. (2013). Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-34.

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  47. Realizing smiles: Options pricing with realized volatility. (2013). Corsi, Fulvio ; Fusari, Nicola ; la Vecchia, Davide.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:2:p:284-304.

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  48. Predicting Interest Rate Volatility: Using Information on the Yield Curve. (2012). Takamizawa, Hideyuki.
    In: Working Paper Series.
    RePEc:hit:hcfrwp:g-1-3.

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  49. Bond variance risk premia. (2012). Mueller, Philippe ; Yen, Yu-Min ; Vedolin, Andrea.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119053.

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  50. Macroeconomics and the Term Structure. (2012). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S..
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:50:y:2012:i:2:p:331-67.

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