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term premia, bond return forecasting factor
Monetary Policy, Federal Reserve, FOMC, Communication, Stock Returns
yield curve, stochastic volatility
Fed Put, Monetary Policy, Stock Market, Textual Analysis, Taylor Rules
short-rate expectations, forecast errors, bond risk premia, real rate, predictability
Real interest rate, term structure of interest rates, Euler equation, elasticity of intertemporal substitution
central bank communication, monetary policy shocks, yield curve, stock-bond comovement, central bank information effects, risk premia
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