Testable Implications of Affine Term Structure Models
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下载链接：
https://www.nber.org/papers/w16931
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资源简介：
Affine term structure models have been used to address a wide range of questions in macroeconomics and finance. This paper investigates a number of their testable implications which have not previously been explored. We show that the assumption that certain specified yields are priced without error
提供机构：
美国国家经济研究局
创建时间：
2011-04-01
