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Capital Markets Data
Company founded to promote the historical collection and dissemination of capital markets data.
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November 07, 2018
Everybodys got a term premium estimate
here you go:
Jens H.E. Christensen and Glenn D. Rudebusch - San Francisco Fed
Ricardo Rebonato EDHEC model
NY FED ACM Model
Aruoba Term Structure of Inflation Expectations
Kim Wright Term Premium Model
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