This paper represents a study done under contract for the U.S. Treasury Department, Office of Tax Analysis. The author is Assistant Professor of Economics, Boston College, Chestnut Hill, MA 02167. The FORTRAN program which performs the calculations described in this paper belongs to the public domain. The author is grateful for assistance and helpful suggestions to F. A. Adams, M. J. Bailey, C. C. Baker, C. L. Mallows, J. S. Meginniss, E. P. Snyder, and A. M. Santomero.
THE TAX-ADJUSTED YIELD CURVE
Article first published online: 30 APR 2012
1975 The American Finance Association
The Journal of Finance
Volume 30, Issue 3, pages 811–830, June 1975
How to Cite
McCulloch, J. H. (1975), THE TAX-ADJUSTED YIELD CURVE. The Journal of Finance, 30: 811–830. doi: 10.1111/j.1540-6261.1975.tb01852.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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