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 Date: 2014-05-09 08:34:55Finance Yield curve Arbitrage Bond United States Treasury security Discounting Yield spread Forward contract Market liquidity Financial markets Financial economics Economics |
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Date: 2014-05-09 08:34:55Finance Yield curve Arbitrage Bond United States Treasury security Discounting Yield spread Forward contract Market liquidity Financial markets Financial economics Economics |
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Testing Uncovered Interest Parity under the Assumption of Liquidity Premia1 Benjamin Niestroj2 TU Dortmund University and RGS Econ