Long Forward and Zero-Coupon Rates Can Never Fall

• 1 January 1996
• journal article
• Published by University of Chicago Press in The Journal of Business
• Vol. 69  (1)
• https://doi.org/10.1086/209677

Abstract

Keywords

• INTEREST RATE
• FORWARD RATES
• TERM STRUCTURE
• TIME SERIES

All Related Versions

• Version 1, RePEc (Unconfirmed version)