Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Year of publication: |
2010
|
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Authors: | Andersen, Torben ; Benzoni, Luca |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 65.2010, 2, p. 603-653
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Subject: | Staatspapier | Government securities | Volatilität | Volatility | Zinsstruktur | Yield curve | USA | United States | 1995-2000 |
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