Testable implications of affine term structure models

Testable implications of affine term structure models

Hamilton, James D., Wu, Jing Cynthia
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Volume:
178
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.08.024
Date:
January, 2014
File:
PDF, 471 KB
english, 2014
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