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A Dynamic Equilibrium Q Probability Measure for Poisson Yield Spreads – Review of European Corporate Bonds

https://doi.org/10.2139/ssrn.3378552
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A YIELD‐FACTOR MODEL OF INTEREST RATES
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Bond and Option Pricing when Short Rates are Lognormal
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Common Factors Affecting Bond Returns
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A Theory for the Term Structure of Interest Rates
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Explaining Cointegration Analysis: Part 1
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