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Pastimes : Clown-Free Zone... sorry, no clowns allowed

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To: Les H who wrote (125049)9/23/2001 6:01:50 PM
From: Wyätt Gwyön   of 436258
 
thanks for the Treasury info. the noncorrelation of Treasury yields and stock returns is probably one of the reasons you never see the Fed model applied before 1991. the model is likely to be statistically insignificant given the small sampling period.
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