Krishnan, C.N.V. (contributor); … - 2003 - [Elektronische Ressource]
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Our second database comprises daily estimates of the zero riskless yield curve. Unlike cor …
the dynamics of the riskless yield curve. In this section we will establish our 3-factor model
for pricing risky debt … hold return CRSP decreases
5-year Treasury yields St. Louis Fed. web-site decreases
Slope of Yield Curve ( 10 Year - 2 Year …