Open UTDAcademic Journal Reviews
10.1111/j.1540-6261.2009.01546.x
ArticleThe Journal of Finance

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

TORBEN G. ANDERSENLUCA BENZONI
2010Volume 65 · Issue 2pp. 603-653
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