## Abstract In this article, we look at study the dynamics of forward rates with maturities longer than 14 years. We re‐document the phenomenon of the downward sloping long forward rate term structure using U.S. Treasury STRIPS data over the period 1988 to 2007. By calibrating Diebold F. X. and Li
✦ LIBER ✦
Long-Term Dynamics of the Large-Scale Magnetic Structures
✍ Scribed by P. Ambrož
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Weight
- 593 KB
- Volume
- 224
- Category
- Article
- ISSN
- 0038-0938
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