Predictable Changes in Yields and Forward Rates
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We consider the patterns in the predictability of interest rates expectations hypothesis (EH), and attempt to account for them with affine models. We make the following points: (i) Discrepancies in the data from the EH take a particularly simple form with forward rates: as theory suggests, the
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美国国家经济研究局创建时间：
1998-01-01
