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THE RISK AND TERM STRUCTURE OF INTEREST RATES

THE RISK AND TERM STRUCTURE OF INTEREST RATES. Risk Structure of Interest Rates Default risk Liquidity Income Tax Consideration Term Structure of Interest Rates Pure Expectation Theory Market Segmentation Theory Liquidity Premium Theory. Risk Structure of Long Bonds in the US.

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Future short rates - PowerPoint PPT Presentation

THE RISK AND TERM STRUCTURE OF INTEREST RATES