Reverse engineering the yield curve
By: David K. Backus, Stanley E. Zin.
Contributors: Zin, Stanley E.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4676; Working paper series (National Bureau of Economic Research) -- working paper no. 4676.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Speculation.; Risk.; Options (Finance)
Notes: "March 1994."

Includes bibliographical references (p. 30-32).

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Electronic version available via the Internet at the NBER World Wide Web site.