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1 posts on "Tobias Adrian"
May 12, 2014

Treasury Term Premia: 1961‑Present

Tobias Adrian, Richard Crump, Benjamin Mills, and Emanuel Moench

Treasury yields can be decomposed into two components: expectations of the future path of short-term Treasury yields and the Treasury term premium.

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Posted at 7:00 am in Financial Markets, Forecasting | Permalink | Comments (5)

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