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Is it better to put hyphens in a domain name ?

I have heard that if someone searches for a term, and your domain name matches that term (e.g. stackexchange.com ranks well for "stack exchange"). If there are 2 (or more) words that you are targeting (e.g. "stack exchange"), do you get a better google keyword bonus if you make it alloneword or if you use hypens?

e.g. If you want to target the search term "stack exchange", should you register stackexchange.com or stack-exchange.com ?

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