NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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The Term Structure of Returns: Facts and Theory

Jules H. van Binsbergen, Ralph S.J. Koijen

NBER Working Paper No. 21234
Issued in June 2015

---- Acknowledgments ----

For discussions on this topic over the years, we thank Marianne Andries, Jonathan Berk, Michael Jarda Borovicka, Brandt, John Campbell, Darrell Duffie, Xavier Gabaix, Stefano Giglio, Francisco Gomes, Lars Hansen, John Heaton, Wouter Hueskes, Minsoo Kim, Howard Kung, Martin Lettau, Sydney Ludvigson, Hanno Lustig, Matteo Maggiori, Toby Moskowitz, Lasse Pedersen, Monika Piazzesi, Martin Schmalz, Ken Singleton, Stijn Van Nieuwerburgh, Evert Vrugt, Jessica Wachter, and Moto Yogo. We thank Jonathan Wright, Luis Viceira, Carolin Pflueger, and Christian Glissman-Mueller for generously sharing data for this project. Koijen acknowledges financial support from the European Research Council (grant 338082). The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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