Knight Management Center
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Stanford University - Graduate School of Business
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dynamic term structure model, no-arbitrage, Gaussian, estimation
Nonlinear, Discrete time, Dynamic Term Structure Models, Esscher Transform, Generalized Market Prices of Risks
term structure model, macro finance, unspanned macro risks
Asset Pricing Tests, GMM, Optimal Instruments, Stochastic Discount Factor
No-Arbitrage, Gaussian Macro-Finance Term Structure Models
positive interest, term structure models, zero bound, Japanese yields
term structure of bond yields, learning, dispersion of beliefs, risk premiums
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