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I am working on a little project and I need a bivariate model for interest and equity, I am also mostly interested in estimating the parameters in a physical measure setting.

My main issue at the moment is figuring out how to estimate the models jointly because there is certainly a correlation between interest rates and equity returns.

I have tried looking for some papers to tackle this issue but have had no luck, I would really appreciate it if someone could point me in the right direction.

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