Long Maturity Forward Rates
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Cited by:
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers.
- Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2012. "Alternative Term Structure Models for Reviewing Expectations Puzzles," Research Paper Series 305, Quantitative Finance Research Centre, University of Technology, Sydney.
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More about this item
Keywords
Analysis methods; Expectations hypothesis; Forward rate curve;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2002-06-24 (Finance)
- NEP-FMK-2002-06-24 (Financial Markets)
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