Predictable changes in yields and forward rates

David Backus, Silverio Foresi, Abon Mozumdar and Liuren Wu

Journal of Financial Economics, 2001, vol. 59, issue 3, 281-311

Date: 2001
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Working Paper: Predictable Changes in Yields and Forward Rates (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:59:y:2001:i:3:p:281-311

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