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On The Run Treasuries, Short Selling, Liquidity
Scarcity, Short-selling, Price distortions, Derivatives, Regulation
currency speculation, crashes, jumps, entropy, Bayesian MCMC
exchange rates, marginal utility, no arbitrage, stochastic discount factors
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8745.
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Bayesian MCMC, carry trades, exchange rates, implied volatility, jumps
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