Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross
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|Date of creation:||Sep 2000|
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- J. Huston McCulloch, 2001. "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001 210, Society for Computational Economics.
- Jonathan E. Ingersoll Jr. & Philip H. Dybvig & Stephen A. Ross, 1998.
"Long Forward and Zero-Coupon Rates Can Never Fall,"
Yale School of Management Working Papers
ysm45, Yale School of Management.
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