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Journal of Financial Economics 13 (1984) 529-546. North ...
Journal of Financial Economics 13 (1984) 529-546. North-Holland TERM PREMIUMS IN BOND RETURNS Eugene F. FAMA* Uniuersily of Chicago, Chicago, IL 60637, USA Received November 1983, final version received June 1984 This paper examines expected returns on U.S. Treasury bills and on U.S. Government bond portfolios.
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