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RFS Forthcoming Papers

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“Common Pricing of Decentralized Risk: A Linear Option Pricing Model” by Liuren Wu and Yuzhao Zhang

“Weak Identification of Long Memory with Implications for Volatility Modelling” by Jia Li, Peter C. B. Phillips, Shuping Shi, and Jun Yu

“Who Holds Sovereign Debt and Why It Matters” by Xiang Fang, Bryan Hardy, and Karen K. Lewis