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Term structure of interest rates: modelling the risk premium using a two-horizons framework

Georges Prat () and Remzi Uctum ()
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Georges Prat: EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Abstract: Forthcoming

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Date: 2018
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01828854
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Published in 35th International Symposium on Money, Banking and Finance (GDRE) , 2018, Aix-en-Provence, Unknown Region

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Related works:
Working Paper: Term structure of interest rates: modelling the risk premium using a two horizons framework (2021)
Working Paper: Term structure of interest rates: modelling the risk premium using a two horizons framework (2018) Downloads
Working Paper: Term structure of interest rates: modelling the risk premium using a two-horizons framework (2018)
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