𝔖 Bobbio Scriptorium
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The Term Structure of Interest Rates and Accounting for Debt

✍ Scribed by Harold Bierman, Jr.


Book ID
123720885
Publisher
American Accounting Association
Year
1968
Tongue
English
Weight
434 KB
Volume
43
Category
Article
ISSN
0001-4826

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Term premia and the maturity composition
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## Abstract This paper models bond term premia empirically in terms of the maturity composition of the federal debt and other observable economic variables in a time‐varying framework with potential regime shifts. We present regression and out‐of sample forecasting results demonstrating that inform