Design and Estimation of Affine Yield Models

David Backus, Chris Telmer () and Liuren Wu

GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

Date: 1999-11
New Economics Papers: this item is included in nep-dge, nep-fin, nep-fmk and nep-mic
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Related works:
Working Paper: Design and Estimation of Affine Yield Models (1999)
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