Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Term Premia and Interest Rate Forecasts in A ne Models
GregoryR.Du ee
Haas School of Business
University of California …. Ad-
dress correspondence to the University of California, Haas School of Business, 545 Student
Services Building #1900 … yields (and thus
poor forecasts of future bond prices), it is unlikely that the model can shed light on the
economics …