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Pastimes : Clown-Free Zone... sorry, no clowns allowed
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To: Lucretius who wrote (42739)11/30/2000 10:41:02 PM
From: pater tenebrarum  Read Replies (1) of 436258
 
i actually doubt that the pure Fed model is really applicable. a model incorporating corporate bond yields may have more validity. i believe someone has already constructed such a model...dimly remember having read about it, can't remember the exact formula though.
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