3 papers
cond-mat1999
Explaining the Forward Interest Rate Term Structure
Andrew Matacz, Jean-Philippe Bouchaud
We present compelling empirical evidence for a new interpretation of the Forward Rate Curve (FRC) term structure. We find that the average FRC follows a square-root law, with a pre…
cond-mat1999
An Empirical Investigation of the Forward Interest Rate Term Structure
Andrew Matacz, Jean-Philippe Bouchaud
In this paper we study empirically the Forward Rate Curve (FRC) of 5 different currencies. We confirm and extend the findings of our previous investigation of the U.S. Forward Rate…
astro-ph1993
Quantum Noise in Gravitation and Cosmology
Bei-lok Hu, Andrew Matacz
We begin by enumerating the many processes in gravitation and cosmology where quantum noise and fluctuations play an active role such as particle creation, galaxy formation and ent…