Most likely range for 3-month bill yields in 10 years remained in the 0% to 1% range. The probability of being in this range ...

As explained in Prof. Robert Jarrow's book cited below, forward rates contain a risk premium above and beyond the market's expectations for the 3-month forward rate. We document the size of that risk ...

This section describes the probability distributions available in the RELIABILITY procedure for probability plotting and parameter estimation. Refer to Lawless (1982, p. 240) for a description of the ...