## Abstract In this article, we look at study the dynamics of forward rates with maturities longer than 14 years. We reβdocument 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
β¦ LIBER β¦
On the long-term response of marine structures
β Scribed by L.V.S. Sagrilo; A. Naess; A.S. Doria
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 552 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0141-1187
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