Roger Brown

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Bond Risk Premia: The Information in Really Long-Maturity Forward Rates

Number of pages: 67 Posted: 22 Feb 2021
Ca Foscari University of Venice - Dipartimento di Economia, affiliation not provided to SSRN and London Business School - Institute of Finance and Accounting
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Abstract:

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Risk Premia, Forward Rates, Yield Volatility, Convexity, Term Structure