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Brandt, M.W., Wang, K.Q., 2003. Time-varying risk aversion and unexpected inflation.
Cochrane, J.H., Piazzesi, M., 2005. Bond risk premia. American Economic Review 95(1), 138-160.
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Gabriel, V., 2003, Cointegration and the joint confirmation hypothesis. Economics Letters 78, 17-25.
Laeven, L., Valencia, F., 2008. Systemic banking crises: a new database. IMF Working Paper No. 224.
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