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Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross

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J. Huston McCulloch ()
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Paper provided by Ohio State University, Department of Economics in its series Working Papers with number 00-12.

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Date of creation: Sep 2000
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Handle: RePEc:osu:osuewp:00-12

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  1. Dybvig, Philip H & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1996. "Long Forward and Zero-Coupon Rates Can Never Fall," Journal of Business, University of Chicago Press, vol. 69(1), pages 1-25, January. [Downloadable!] (restricted)
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