Do bonds span volatility risk in the U.S. treasury market? A specification test for affine term structure models.

Do bonds span volatility risk in the U.S. treasury market? A specification test for affine term structure models.

Bibliografiske detaljer
Udgivet i:Journal of Finance V. 65, 1-6 (2010).
Hovedforfatter: Andersen, Torben G.
Format: Article
Sprog:English
Fag:
Volatility.
Yield.
Risk assessment.
Treasury bonds.