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20110222_ias 107.pdf
http://delong.typepad.com/files/20110222-ias-107-berkeley-screencast.mp4
Why is the risky nominal rate DGS10+2*(DBAA-DGS10)?
More specifically, where does the "2" come from in front of the BAA - 10-year CMT spread?
Posted by: Chris | February 24, 2011 at 07:52 AM
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Why is the risky nominal rate DGS10+2*(DBAA-DGS10)?
More specifically, where does the "2" come from in front of the BAA - 10-year CMT spread?
Posted by: Chris | February 24, 2011 at 07:52 AM