Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
| Year of publication: |
2010
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|---|---|
| Authors: | DICK, ASTRIDA. ; LEHNERT, ANDREAS |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 65.2010, 2, p. 603-654
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