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Publications by J. B. Durham

Estimates of the Term Premium on Near-Dated Federal Funds Futures Contracts

Finance and Economics Discussion Series

English

What Do Financial Asset Prices Say About the Housing Market?

Finance and Economics Discussion Series

English

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The Rising Federal Funds Rate in the Current Low Long-Term Interest Rate Environment

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Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure

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World Equity Premium Based Risk Aversion Estimates

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