Do Bonds Span Volatility Risk in the U.S. Treasury Market? a Specification Test for Fine Term Structure Models
Author | : Torben G. Andersen |
Publisher | : |
Total Pages | : 57 |
Release | : 2007 |
ISBN-10 | : OCLC:1293342733 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Do Bonds Span Volatility Risk in the U.S. Treasury Market? a Specification Test for Fine Term Structure Models by : Torben G. Andersen
Download or read book Do Bonds Span Volatility Risk in the U.S. Treasury Market? a Specification Test for Fine Term Structure Models written by Torben G. Andersen and published by . This book was released on 2007 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: