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Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael.
In: Journal of Finance.
RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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  1. Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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