Nested Tests of Alternative Term-Structure Theories
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https://www.nber.org/papers/w0639
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Controversies in term-structure theory center around the existence and variability of term premia in securities yields. In this paper, the term premium on a default-free n-period bond is defined as the difference between its observable yield to maturity and the average expected per-annum rate of
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美国国家经济研究局创建时间：
1981-03-01
