Term premia and the maturity composition
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Basma Bekdache
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Article
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2001
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John Wiley and Sons
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English
β 202 KB
π 2 views
## Abstract This paper models bond term premia empirically in terms of the maturity composition of the federal debt and other observable economic variables in a timeβvarying framework with potential regime shifts. We present regression and outβof sample forecasting results demonstrating that inform