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Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

✍ Scribed by TORBEN G. ANDERSEN; LUCA BENZONI


Book ID
109177653
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
646 KB
Volume
65
Category
Article
ISSN
0022-1082

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