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Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
- GSB Authors: Kenneth Singleton
- Date: 2014-06-01
- Publication Type: Articles
- Publication: The Journal of Finance

Information Aggregation in Dynamic Markets with Strategic Traders
- GSB Authors: Michael Ostrovsky
- Date: 2012-11-26
- Publication Type: Articles
- Publication: Econometrica