Can interest rate volatility be extracted from the cross section of bond yields?
| Year of publication: |
2009
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Jones, Christopher S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 94.2009, 1, p. 47-67
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