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Browsing Department of Economics by Author "Prisman, Eliezer Z."

Browsing Department of Economics by Author "Prisman, Eliezer Z."

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  • Katz, Eliakim; Prisman, Eliezer Z. (Cambridge University Press, 1991-12)
    This paper derives a new and intuitive estimation procedure for the term structure under potential tax arbitrage. No a priori assumptions regarding the equality of the prices and present values of bonds are made. The data ...

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