Conditional moment testing, term premia and affine term structure models

Jes Taulbjerg
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Jes Taulbjerg: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark

No 02-5, Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies

Keywords: Finance; Interest rate theory; Term structure (search for similar items in EconPapers)
Date: 2003-05-13

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