Reference health

International Bond Risk Premia

https://doi.org/10.2139/ssrn.1813723
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1 of 24 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1093/rfs/5.3.527
The 23 checked references that resolve
resolves10.1111/0022-1082.00325
Affine Term Structure Models and the Forward Premium Anomaly
resolves10.3386/w18357
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1111/0022-1082.00371
Expectations Hypotheses Tests
resolves10.1016/j.jeconom.2010.05.004
No-arbitrage macroeconomic determinants of the yield curve
resolves10.1016/j.jmoneco.2003.08.001
Time-varying risk aversion and unexpected inflation
resolves10.1111/j.1540-6261.2007.01299.x
Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1111/j.1540-6261.1992.tb03978.x
Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration
resolves10.1257/0002828053828581
Bond Risk Premia
resolves10.2139/ssrn.1333274
Decomposing the Yield Curve
resolves10.1093/rfs/hhn087
Time-Varying Risk Premiums and the Output Gap
resolves10.1111/0022-1082.00278
Specification Analysis of Affine Term Structure Models
resolves10.1016/s0304-405x(02)00067-3
Expectation puzzles, time-varying risk premia, and affine models of the term structure
resolves10.1016/j.jeconom.2008.08.017
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
resolves10.1016/s0261-5606(03)00046-9
Common factors in international bond returns
resolves10.1111/1540-6261.00426
Term Premia and Interest Rate Forecasts in Affine Models
resolves10.1111/j.1468-0297.2005.01025.x
Equal Size, Equal Role? Interest Rate Interdependence Between the Euro area and the United States
resolves10.3386/w11166
Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
resolves10.1016/0304-405x(89)90095-0
Business conditions and expected returns on stocks and bonds
resolves10.1515/9780691218632
Time Series Analysis
resolves10.1016/0304-3932(94)90003-5
The term structure spread and future changes in long and short rates in the G7 countries
resolves10.1111/j.1540-6261.1991.tb03747.x
The World Price of Covariance Risk
The 5 references without a DOI — listed, not checked
no DOI — not checkedref13
no DOI — not checkedref16
no DOI — not checkedref20
no DOI — not checkedThe information in long-maturity forward rates
no DOI — not checkedref26
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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