Reference health
<div> <div> <div> <div> <p>The "Hairy Premium": Market Hedging-Set Incompleteness and Frictions</p> </div> </div> </div> </div>
40/40 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
29 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 40 checked references that resolve
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Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California’s Tobacco Control Program
resolves10.1257/000282803321455188
The Economic Costs of Conflict: A Case Study of the Basque Country
resolves10.1162/REST_a_00049
Inference with “Difference in Differences” with a Small Number of Policy Changes
resolves10.1016/j.jfineco.2020.04.006
The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
resolves10.1257/aer.20130479
Financial Intermediation, International Risk Sharing, and Reserve Currencies
resolves10.1111/jofi.12750
An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans
resolves10.1016/j.jfineco.2005.02.004
A consumption-based model of the term structure of interest rates☆
The 29 references without a DOI — listed, not checked
no DOI — not checkedOtc derivatives statistics at end-june 2024, Statistical Release
no DOI — not checkedref8
no DOI — not checkedOr Shachar, and Peter Van Tassel, 2018a, Bank-intermediated arbitrage
no DOI — not checkedNegative swap spreads, Federal Reserve Bank of New York Economic
no DOI — not checkedref13
no DOI — not checkedref15
no DOI — not checkedThe term structure of expectations and bond yields
no DOI — not checkedref18
no DOI — not checkedInternational bond risk premia
no DOI — not checkedref20
no DOI — not checked2018a, The U.S. Treasury premium
no DOI — not checkedAn econometric model of the term structure of interest-rate swap yields
no DOI — not checkedLearning about the long run
no DOI — not checkedThe rising gap between primary and secondary mortgage rates
no DOI — not checkedDemand-supply imbalance risk and long-term swap spreads
no DOI — not checkedMacroeconomic implications of changes in the term premium
no DOI — not checkedref47
no DOI — not checkedref48
no DOI — not checkedOtc derivatives statistics at end-june 2024, Statistical Release
no DOI — not checkedNegative swap spreads, Federal Reserve Bank of New York Economic
no DOI — not checkedref56
no DOI — not checked2018a, The U.S. Treasury premium
no DOI — not checkedAn econometric model of the term structure of interest-rate swap yields
no DOI — not checkedDemand-supply imbalance risk and long-term swap spreads
no DOI — not checkedIntermediary asset pricing: New evidence from many asset classes
no DOI — not checkedAn arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
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