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Mortgage convexity Samuel G. Hanson Harvard Business School [removed] This draft: April 2014
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Document Date: 2014-05-13 11:37:35


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Boston University / /

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Internet Appendix / stochastic short-term storage technology / /

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Federal Reserve’s Quantitative Easing / Federal Reserve Board / Boston University / US Treasury / US government / Samuel G. Hanson Harvard Business School / US Federal Reserve / Federal Open Market Committee / Copenhagen Business School / Harvard Business School Division of Research / /

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Erik Sta¤ord / Adi Sunderam / Robin Greenwood / Lasse Pedersen / Jonathan H. Wright / Larry Summers / Dimitri Vayanos / Jeremy Stein / Samuel G. Hanson / Arvind Krishnamurthy / John Campbell / Anna Cieslak / /

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rt / representative / model / a¢ ne term structure model / manager / delegated investment manager / /

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stochastic short-term storage technology / /

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