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Do Bonds Span Volatility Risk in the U.S. Treasury Market? : A Specification Test for Affine Term Structure Models, Working Paper 2006-15

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? : A Specification Test for Affine Term Structure Models, Working Paper 2006-15" in Working Papers (Federal Reserve Bank of Chicago) (December 2006). https://fraser.stlouisfed.org/scribd/?item_id=533748&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_2006-15.pdf&start_page=1, accessed on September 25, 2017.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102