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Yield Curve Projection Techniques
include distribution of long-term and short-term U.S. bond yields as well as intermediate bond yields ... price index. Chart 1 plots the rates on long-term U.S. bonds from 1970 through June 1990. Interestingly ...- Authors: Gregory D Jacobs, Steven Miller, Thomas M McComb
- Date: Sep 1990
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods