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Publications by Lorne N. Switzer

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

SSRN Electronic Journal
2003English

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Distress Risk Premia in Stock and Bond Returns

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Currency Risk Premia in Global Stock Markets

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Robust Bond Risk Premia

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Short-Run Bond Risk Premia

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Bond Risk Premia in Consumption-Based Models

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Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure

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