Do bonds span volatility risk in the U.S. treasury market? A specification test for affine term structure models.
| Published in: | Journal of Finance V. 65, 1-6 (2010). |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |
| Published in: | Journal of Finance V. 65, 1-6 (2010). |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |