Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|2|603-653

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.2, 2010-04, pp. : 603-653

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Abstract