Testable implications of affine term structure models
Year of publication: |
2014
|
---|---|
Authors: | Hamilton, James D. ; Wu, Jing Cynthia |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 231-242
|
Subject: | Makroökonomik | Macroeconomics | Finanzmarkt | Financial market | Zinsstruktur | Yield curve |
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