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Are net discount ratios stationary?: the implications for present value calculations


  • Joseph H. Haslag

    (University of Chicago)

  • Michael Nieswiadomy
  • Slottje, D.J.


No abstract is available for this item.

Suggested Citation

  • Joseph H. Haslag & Michael Nieswiadomy & Slottje, D.J., 1990. "Are net discount ratios stationary?: the implications for present value calculations," Working Papers 9006, Federal Reserve Bank of Dallas.
  • Handle: RePEc:fip:feddwp:9006
    Note: Published as: Haslag, Jospeh H., Michael Nieswiadomy and D.J. Slottje (1991), "Are Net Discount Ratios Stationary? The Implications for Present Value Calculations," Journal of Risk and Insurance 58 (3): 505-512.

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    Cited by:

    1. Joseph H. Haslag & Michael Nieswiadomy & Slottje, D.J., 1993. "Are net discount rates stationary?: some further evidence," Working Papers 9341, Federal Reserve Bank of Dallas.
    2. Muhammad Yasir, 2015. "Investigating the Real Shocks in the Discount Rate of Pakistan," South Asian Journal of Management Sciences (SAJMS), Iqra University, Iqra University, vol. 9(1), pages 10-14, Spring.
    3. Seungryul Ma & Yongheng Deng, 2006. "Insurance Premium Structure of Reverse Mortgage Loans in Korea," Working Paper 8568, USC Lusk Center for Real Estate.

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