A simple test of the affine class of term structure models
Pierluigi Balduzzi; I-Hsuan Ethan Chiang
| Year of publication: |
2012
|
|---|---|
| Authors: | Balduzzi, Pierluigi ; Chiang, I-hsuan Ethan |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 2.2012, 2, p. 203-244
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009705271