The information in the term structure
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Theodore O. Yntema Distinguished Service Professor of Finance, Graduate School of Business, University of Chicago. Gratefully acknowledged are the comments of John Abowd, David Booth, Bradford Cornell, Wayne Ferson, Kenneth French, Michael Gibbons, David Hsieh, Allan Kleidon, Richard Roll, G. William Schwert, Rex Sinquefield and the referee, Richard Startz. This research is supported by the National Science Foundation.
Copyright © 1984 Published by Elsevier B.V.