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Cochrane & Piassezi AER 2005

Posted: Tue Dec 17, 2013 6:54 pm
by TomDoan
This does part of the calculations from Cochrane and Piassezi(2005), "Bond Risk Premia," American Economic Review, vol 95, 138-160.
bondprice.rpf
Program
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bondprice.prn
Data file
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