id	sid	tid	token	lemma	pos
br86b27957s	1	1	this	this	DET
br86b27957s	1	2	dissertation	dissertation	NOUN
br86b27957s	1	3	explores	explore	VERB
br86b27957s	1	4	the	the	DET
br86b27957s	1	5	determination	determination	NOUN
br86b27957s	1	6	of	of	ADP
br86b27957s	1	7	asset	asset	NOUN
br86b27957s	1	8	prices	price	NOUN
br86b27957s	1	9	in	in	ADP
br86b27957s	1	10	the	the	DET
br86b27957s	1	11	world	world	NOUN
br86b27957s	1	12	through	through	ADP
br86b27957s	1	13	a	a	DET
br86b27957s	1	14	low	low	ADV
br86b27957s	1	15	-	-	PUNCT
br86b27957s	1	16	dimensional	dimensional	ADJ
br86b27957s	1	17	set	set	NOUN
br86b27957s	1	18	of	of	ADP
br86b27957s	1	19	risk	risk	NOUN
br86b27957s	1	20	factors	factor	NOUN
br86b27957s	1	21	.	.	PUNCT
br86b27957s	2	1	the	the	DET
br86b27957s	2	2	economic	economic	ADJ
br86b27957s	2	3	intuition	intuition	NOUN
br86b27957s	2	4	driving	drive	VERB
br86b27957s	2	5	this	this	DET
br86b27957s	2	6	work	work	NOUN
br86b27957s	2	7	comes	come	VERB
br86b27957s	2	8	from	from	ADP
br86b27957s	2	9	the	the	DET
br86b27957s	2	10	idea	idea	NOUN
br86b27957s	2	11	that	that	SCONJ
br86b27957s	2	12	investors	investor	NOUN
br86b27957s	2	13	form	form	VERB
br86b27957s	2	14	their	their	PRON
br86b27957s	2	15	future	future	ADJ
br86b27957s	2	16	expectations	expectation	NOUN
br86b27957s	2	17	on	on	ADP
br86b27957s	2	18	the	the	DET
br86b27957s	2	19	economy	economy	NOUN
br86b27957s	2	20	based	base	VERB
br86b27957s	2	21	on	on	ADP
br86b27957s	2	22	observable	observable	ADJ
br86b27957s	2	23	risk	risk	NOUN
br86b27957s	2	24	patterns	pattern	NOUN
br86b27957s	2	25	that	that	PRON
br86b27957s	2	26	determine	determine	VERB
br86b27957s	2	27	the	the	DET
br86b27957s	2	28	price	price	NOUN
br86b27957s	2	29	of	of	ADP
br86b27957s	2	30	assets	asset	NOUN
br86b27957s	2	31	today	today	NOUN
br86b27957s	2	32	.	.	PUNCT
br86b27957s	3	1	given	give	VERB
br86b27957s	3	2	that	that	SCONJ
br86b27957s	3	3	those	those	DET
br86b27957s	3	4	risk	risk	NOUN
br86b27957s	3	5	factors	factor	NOUN
br86b27957s	3	6	are	be	AUX
br86b27957s	3	7	summarized	summarize	VERB
br86b27957s	3	8	in	in	ADP
br86b27957s	3	9	current	current	ADJ
br86b27957s	3	10	prices	price	NOUN
br86b27957s	3	11	,	,	PUNCT
br86b27957s	3	12	studying	study	VERB
br86b27957s	3	13	the	the	DET
br86b27957s	3	14	dynamics	dynamic	NOUN
br86b27957s	3	15	of	of	ADP
br86b27957s	3	16	interest	interest	NOUN
br86b27957s	3	17	rates	rate	NOUN
br86b27957s	3	18	at	at	ADP
br86b27957s	3	19	different	different	ADJ
br86b27957s	3	20	horizons	horizon	NOUN
br86b27957s	3	21	provides	provide	VERB
br86b27957s	3	22	information	information	NOUN
br86b27957s	3	23	on	on	ADP
br86b27957s	3	24	the	the	DET
br86b27957s	3	25	market	market	NOUN
br86b27957s	3	26	's	's	PART
br86b27957s	3	27	expectations	expectation	NOUN
br86b27957s	3	28	of	of	ADP
br86b27957s	3	29	future	future	ADJ
br86b27957s	3	30	macroeconomic	macroeconomic	ADJ
br86b27957s	3	31	fundamentals	fundamental	NOUN
br86b27957s	3	32	.	.	PUNCT
br86b27957s	4	1	i	i	PRON
br86b27957s	4	2	provide	provide	VERB
br86b27957s	4	3	a	a	DET
br86b27957s	4	4	summary	summary	NOUN
br86b27957s	4	5	of	of	ADP
br86b27957s	4	6	the	the	DET
br86b27957s	4	7	literature	literature	NOUN
br86b27957s	4	8	that	that	PRON
br86b27957s	4	9	investigates	investigate	VERB
br86b27957s	4	10	asset	asset	NOUN
br86b27957s	4	11	pricing	pricing	NOUN
br86b27957s	4	12	dynamics	dynamic	NOUN
br86b27957s	4	13	through	through	ADP
br86b27957s	4	14	term	term	NOUN
br86b27957s	4	15	structure	structure	NOUN
br86b27957s	4	16	models	model	NOUN
br86b27957s	4	17	.	.	PUNCT
br86b27957s	5	1	after	after	ADP
br86b27957s	5	2	analyzing	analyze	VERB
br86b27957s	5	3	the	the	DET
br86b27957s	5	4	empirical	empirical	ADJ
br86b27957s	5	5	applications	application	NOUN
br86b27957s	5	6	of	of	ADP
br86b27957s	5	7	the	the	DET
br86b27957s	5	8	yield	yield	NOUN
br86b27957s	5	9	curve	curve	NOUN
br86b27957s	5	10	and	and	CCONJ
br86b27957s	5	11	extracting	extract	VERB
br86b27957s	5	12	the	the	DET
br86b27957s	5	13	underlying	underlie	VERB
br86b27957s	5	14	factors	factor	NOUN
br86b27957s	5	15	that	that	PRON
br86b27957s	5	16	drive	drive	VERB
br86b27957s	5	17	different	different	ADJ
br86b27957s	5	18	assets	asset	NOUN
br86b27957s	5	19	and	and	CCONJ
br86b27957s	5	20	macroeconomic	macroeconomic	ADJ
br86b27957s	5	21	fundamentals	fundamental	NOUN
br86b27957s	5	22	,	,	PUNCT
br86b27957s	5	23	i	i	PRON
br86b27957s	5	24	pose	pose	VERB
br86b27957s	5	25	the	the	DET
br86b27957s	5	26	question	question	NOUN
br86b27957s	5	27	:	:	PUNCT
br86b27957s	5	28	can	can	AUX
br86b27957s	5	29	interest	interest	VERB
br86b27957s	5	30	rate	rate	NOUN
br86b27957s	5	31	factors	factor	NOUN
br86b27957s	5	32	explain	explain	VERB
br86b27957s	5	33	exchange	exchange	NOUN
br86b27957s	5	34	rate	rate	NOUN
br86b27957s	5	35	fluctuations	fluctuation	NOUN
br86b27957s	5	36	?	?	PUNCT
br86b27957s	6	1	in	in	ADP
br86b27957s	6	2	other	other	ADJ
br86b27957s	6	3	words	word	NOUN
br86b27957s	6	4	,	,	PUNCT
br86b27957s	6	5	is	be	AUX
br86b27957s	6	6	the	the	DET
br86b27957s	6	7	information	information	NOUN
br86b27957s	6	8	summarized	summarize	VERB
br86b27957s	6	9	in	in	ADP
br86b27957s	6	10	the	the	DET
br86b27957s	6	11	yield	yield	NOUN
br86b27957s	6	12	curve	curve	NOUN
br86b27957s	6	13	enough	enough	ADV
br86b27957s	6	14	to	to	PART
br86b27957s	6	15	account	account	VERB
br86b27957s	6	16	for	for	ADP
br86b27957s	6	17	movements	movement	NOUN
br86b27957s	6	18	in	in	ADP
br86b27957s	6	19	the	the	DET
br86b27957s	6	20	exchange	exchange	NOUN
br86b27957s	6	21	rates	rate	NOUN
br86b27957s	6	22	?	?	PUNCT
br86b27957s	7	1	to	to	PART
br86b27957s	7	2	answer	answer	VERB
br86b27957s	7	3	this	this	DET
br86b27957s	7	4	question	question	NOUN
br86b27957s	7	5	,	,	PUNCT
br86b27957s	7	6	i	i	PRON
br86b27957s	7	7	expand	expand	VERB
br86b27957s	7	8	a	a	DET
br86b27957s	7	9	canonical	canonical	ADJ
br86b27957s	7	10	no	no	DET
br86b27957s	7	11	-	-	PUNCT
br86b27957s	7	12	arbitrage	arbitrage	NOUN
br86b27957s	7	13	factor	factor	NOUN
br86b27957s	7	14	model	model	NOUN
br86b27957s	7	15	of	of	ADP
br86b27957s	7	16	the	the	DET
br86b27957s	7	17	term	term	NOUN
br86b27957s	7	18	structure	structure	NOUN
br86b27957s	7	19	,	,	PUNCT
br86b27957s	7	20	in	in	ADP
br86b27957s	7	21	which	which	PRON
br86b27957s	7	22	the	the	DET
br86b27957s	7	23	yields	yield	NOUN
br86b27957s	7	24	for	for	ADP
br86b27957s	7	25	the	the	DET
br86b27957s	7	26	domestic	domestic	ADJ
br86b27957s	7	27	and	and	CCONJ
br86b27957s	7	28	the	the	DET
br86b27957s	7	29	foreign	foreign	ADJ
br86b27957s	7	30	countries	country	NOUN
br86b27957s	7	31	are	be	AUX
br86b27957s	7	32	determined	determine	VERB
br86b27957s	7	33	by	by	ADP
br86b27957s	7	34	their	their	PRON
br86b27957s	7	35	own	own	ADJ
br86b27957s	7	36	interest	interest	NOUN
br86b27957s	7	37	rate	rate	NOUN
br86b27957s	7	38	factors	factor	NOUN
br86b27957s	7	39	,	,	PUNCT
br86b27957s	7	40	and	and	CCONJ
br86b27957s	7	41	the	the	DET
br86b27957s	7	42	ratio	ratio	NOUN
br86b27957s	7	43	of	of	ADP
br86b27957s	7	44	their	their	PRON
br86b27957s	7	45	stochastic	stochastic	ADJ
br86b27957s	7	46	discount	discount	NOUN
br86b27957s	7	47	factors	factor	NOUN
br86b27957s	7	48	determines	determine	VERB
br86b27957s	7	49	the	the	DET
br86b27957s	7	50	(	(	PUNCT
br86b27957s	7	51	log	log	NOUN
br86b27957s	7	52	)	)	PUNCT
br86b27957s	7	53	exchange	exchange	NOUN
br86b27957s	7	54	rate	rate	NOUN
br86b27957s	7	55	changes	change	NOUN
br86b27957s	7	56	,	,	PUNCT
br86b27957s	7	57	as	as	SCONJ
br86b27957s	7	58	predicted	predict	VERB
br86b27957s	7	59	by	by	ADP
br86b27957s	7	60	the	the	DET
br86b27957s	7	61	theory	theory	NOUN
br86b27957s	7	62	.	.	PUNCT
br86b27957s	8	1	my	my	PRON
br86b27957s	8	2	results	result	NOUN
br86b27957s	8	3	suggest	suggest	VERB
br86b27957s	8	4	that	that	SCONJ
br86b27957s	8	5	yield	yield	VERB
br86b27957s	8	6	curves	curve	NOUN
br86b27957s	8	7	do	do	AUX
br86b27957s	8	8	contain	contain	VERB
br86b27957s	8	9	important	important	ADJ
br86b27957s	8	10	information	information	NOUN
br86b27957s	8	11	to	to	PART
br86b27957s	8	12	determine	determine	VERB
br86b27957s	8	13	exchange	exchange	NOUN
br86b27957s	8	14	rates	rate	NOUN
br86b27957s	8	15	,	,	PUNCT
br86b27957s	8	16	and	and	CCONJ
br86b27957s	8	17	potentially	potentially	ADV
br86b27957s	8	18	other	other	ADJ
br86b27957s	8	19	asset	asset	NOUN
br86b27957s	8	20	prices	price	NOUN
br86b27957s	8	21	,	,	PUNCT
br86b27957s	8	22	particularly	particularly	ADV
br86b27957s	8	23	at	at	ADP
br86b27957s	8	24	longer	long	ADJ
br86b27957s	8	25	horizons	horizon	NOUN
br86b27957s	8	26	.	.	PUNCT
br86b27957s	9	1	moreover	moreover	ADV
br86b27957s	9	2	,	,	PUNCT
br86b27957s	9	3	extracting	extract	VERB
br86b27957s	9	4	three	three	NUM
br86b27957s	9	5	or	or	CCONJ
br86b27957s	9	6	more	more	ADJ
br86b27957s	9	7	factors	factor	NOUN
br86b27957s	9	8	from	from	ADP
br86b27957s	9	9	the	the	DET
br86b27957s	9	10	yield	yield	NOUN
br86b27957s	9	11	curves	curve	NOUN
br86b27957s	9	12	(	(	PUNCT
br86b27957s	9	13	characterized	characterize	VERB
br86b27957s	9	14	as	as	ADP
br86b27957s	9	15	level	level	NOUN
br86b27957s	9	16	,	,	PUNCT
br86b27957s	9	17	slope	slope	NOUN
br86b27957s	9	18	,	,	PUNCT
br86b27957s	9	19	and	and	CCONJ
br86b27957s	9	20	curvature	curvature	NOUN
br86b27957s	9	21	)	)	PUNCT
br86b27957s	9	22	significantly	significantly	ADV
br86b27957s	9	23	improves	improve	VERB
br86b27957s	9	24	the	the	DET
br86b27957s	9	25	fit	fit	NOUN
br86b27957s	9	26	of	of	ADP
br86b27957s	9	27	the	the	DET
br86b27957s	9	28	model	model	NOUN
br86b27957s	9	29	.	.	PUNCT
br86b27957s	10	1	the	the	DET
br86b27957s	10	2	information	information	NOUN
br86b27957s	10	3	content	content	NOUN
br86b27957s	10	4	in	in	ADP
br86b27957s	10	5	the	the	DET
br86b27957s	10	6	yield	yield	NOUN
br86b27957s	10	7	curve	curve	NOUN
br86b27957s	10	8	can	can	AUX
br86b27957s	10	9	also	also	ADV
br86b27957s	10	10	account	account	VERB
br86b27957s	10	11	for	for	ADP
br86b27957s	10	12	the	the	DET
br86b27957s	10	13	uncovered	uncover	VERB
br86b27957s	10	14	interest	interest	NOUN
br86b27957s	10	15	parity	parity	NOUN
br86b27957s	10	16	puzzle	puzzle	NOUN
br86b27957s	10	17	,	,	PUNCT
br86b27957s	10	18	suggesting	suggest	VERB
br86b27957s	10	19	that	that	SCONJ
br86b27957s	10	20	financial	financial	ADJ
br86b27957s	10	21	markets	market	NOUN
br86b27957s	10	22	contain	contain	VERB
br86b27957s	10	23	information	information	NOUN
br86b27957s	10	24	on	on	ADP
br86b27957s	10	25	the	the	DET
br86b27957s	10	26	exchange	exchange	NOUN
br86b27957s	10	27	rate	rate	NOUN
br86b27957s	10	28	risk	risk	NOUN
br86b27957s	10	29	premium	premium	NOUN
br86b27957s	10	30	.	.	PUNCT
br86b27957s	11	1	i	i	PRON
br86b27957s	11	2	also	also	ADV
br86b27957s	11	3	explore	explore	VERB
br86b27957s	11	4	the	the	DET
br86b27957s	11	5	ability	ability	NOUN
br86b27957s	11	6	of	of	ADP
br86b27957s	11	7	european	european	ADJ
br86b27957s	11	8	countries	country	NOUN
br86b27957s	11	9	to	to	PART
br86b27957s	11	10	predict	predict	VERB
br86b27957s	11	11	the	the	DET
br86b27957s	11	12	path	path	NOUN
br86b27957s	11	13	of	of	ADP
br86b27957s	11	14	the	the	DET
br86b27957s	11	15	euro	euro	PROPN
br86b27957s	11	16	/	/	SYM
br86b27957s	11	17	u.s	u.s	PROPN
br86b27957s	11	18	.	.	PROPN
br86b27957s	11	19	dollar	dollar	PROPN
br86b27957s	11	20	exchange	exchange	NOUN
br86b27957s	11	21	rate	rate	NOUN
br86b27957s	11	22	with	with	ADP
br86b27957s	11	23	their	their	PRON
br86b27957s	11	24	own	own	ADJ
br86b27957s	11	25	country	country	NOUN
br86b27957s	11	26	specific	specific	ADJ
br86b27957s	11	27	factors	factor	NOUN
br86b27957s	11	28	.	.	PUNCT
br86b27957s	12	1	the	the	DET
br86b27957s	12	2	results	result	NOUN
br86b27957s	12	3	suggest	suggest	VERB
br86b27957s	12	4	that	that	SCONJ
br86b27957s	12	5	yield	yield	NOUN
br86b27957s	12	6	curve	curve	NOUN
br86b27957s	12	7	factors	factor	NOUN
br86b27957s	12	8	from	from	ADP
br86b27957s	12	9	many	many	ADJ
br86b27957s	12	10	european	european	ADJ
br86b27957s	12	11	countries	country	NOUN
br86b27957s	12	12	have	have	VERB
br86b27957s	12	13	explanatory	explanatory	ADJ
br86b27957s	12	14	power	power	NOUN
br86b27957s	12	15	over	over	ADP
br86b27957s	12	16	the	the	DET
br86b27957s	12	17	euro	euro	NOUN
br86b27957s	12	18	dynamics	dynamic	NOUN
br86b27957s	12	19	.	.	PUNCT
br86b27957s	13	1	this	this	DET
br86b27957s	13	2	work	work	NOUN
br86b27957s	13	3	has	have	VERB
br86b27957s	13	4	important	important	ADJ
br86b27957s	13	5	implications	implication	NOUN
br86b27957s	13	6	for	for	ADP
br86b27957s	13	7	understanding	understand	VERB
br86b27957s	13	8	theoretical	theoretical	ADJ
br86b27957s	13	9	and	and	CCONJ
br86b27957s	13	10	empirical	empirical	ADJ
br86b27957s	13	11	connections	connection	NOUN
br86b27957s	13	12	between	between	ADP
br86b27957s	13	13	interest	interest	NOUN
br86b27957s	13	14	rates	rate	NOUN
br86b27957s	13	15	and	and	CCONJ
br86b27957s	13	16	exchange	exchange	NOUN
br86b27957s	13	17	rates	rate	NOUN
br86b27957s	13	18	through	through	ADP
br86b27957s	13	19	term	term	NOUN
br86b27957s	13	20	structure	structure	NOUN
br86b27957s	13	21	models	model	NOUN
br86b27957s	13	22	.	.	PUNCT