Testable Implications of Affine Term Structure Models
Year of publication: |
2011
|
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Authors: | Hamilton, James D. |
Other Persons: | Wu, Jing Cynthia (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Finanzmarkt | Financial market | Makroökonomik | Macroeconomics |
Extent: | 1 Online-Ressource (45 p) |
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Series: | NBER Working Paper ; No. w16931 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2011 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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