Predictable Changes in Yields and Forward Rates
Year of publication: |
1998-01
|
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Authors: | Backus, David ; Wu, Liuren ; Foresi, Silverio ; Mozumdar, Abon |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Journal of Financial Economics, Volume: 59 Issue: 3 (March 2001) Pages: 281-311 Number 6379 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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