DO BONDS SPAN VOLATILITY RISK IN THE U.S. TREASURY MARKET? A SPECIFICATION TEST FOR AFFINE TERM STRUCTURE MODELS
| Year of publication: |
2007
|
|---|---|
| Authors: | Andersen, Torben G. ; Benzoni, Luca |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2007, 12962
|