Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP ME published as Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242. Number 16931 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
Persistent link: https://www.econbiz.de/10008919731