Testing affine term structure models in case of transaction costs

Joost Driessen (), Bertrand Melenberg () and Theo Nijman

Journal of Econometrics, 2005, vol. 126, issue 1, 201-232

Date: 2005
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Working Paper: Testing Affine Term Structure Models in Case of Transaction Costs (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:126:y:2005:i:1:p:201-232

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