Selected References

  1. Bierwag, G. 1977. Immunization, duration and the term structure of interest rates. Journal of Financial and Quantitative Analysis 12: 725–743.
  2. Bierwag, G. O., G. G. Kaufman, and A. Toevs. 1983. Duration: Its development and use in bond portfolio management. Financial Analysts Journal (July–August): 15–35.
  3. Cox, J. C., J. Ingersoll, and S. Ross. 1981. A re-examination of traditional hypotheses about the term structure of interest rates. Journal of Finance 36: 769–799.
  4. Fama, E. 1984. The information in the term structure. Journal of Financial Economics 13 (December): 509–528.
  5. Fama, E. F. 1976. Forward rates as predictors of future spot-rates. Journal of Financial Economics 3: 361–377.
  6. Fama, E. F. 1990. Term structure forecasts ...

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