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The Cross-Section and Time-Series of Stock and Bond Returns. (2010). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph ; Ralph S. J. Koijen, .
In: NBER Working Papers.
RePEc:nbr:nberwo:15688.

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  1. Short-Run Bond Risk Premia. (2019). Zhou, Hao ; Vedolin, Andrea ; Mueller, Philippe.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500113.

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  2. Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

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  3. A Measure of Risk Appetite for the Macroeconomy. (2018). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24529.

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  4. Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12617.

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  5. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-64.

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  6. Pricing assets with stochastic cash-flow growth. (2014). Eisdorfer, Assaf ; Giaccotto, Carmelo .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:6:p:1005-1017.

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  7. Arbitrage-free models of stocks and bonds. (2013). Durham, J. Benson.
    In: Staff Reports.
    RePEc:fip:fednsr:656.

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  8. Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-799-906.

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  9. Multifactor models and their consistency with the ICAPM. (2012). Santa-Clara, Pedro ; Maio, Paulo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:586-613.

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  10. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: Working Papers.
    RePEc:ste:nystbu:11-21.

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  11. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17219.

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  12. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-11.

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  13. Sources of entropy in representative agent models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8488.

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  14. Predictability of Returns and Cash Flows. (2010). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16648.

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  15. On the Timing and Pricing of Dividends. (2010). koijen, ralph ; van Binsbegen, Jules H. ; Ralph S. J. Koijen, ; Brandt, Michael W..
    In: Working Papers.
    RePEc:bfi:wpaper:2010-010.

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  16. Risk Price Dynamics. (2010). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav ; Hendricks, Mark.
    In: Working Papers.
    RePEc:bfi:wpaper:2010-004.

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  17. Global Asset Pricing: Is There a Role for Long-run Consumption Risk?. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Rangvid, Jesper .
    In: CREATES Research Papers.
    RePEc:aah:create:2009-57.

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