Testing affine term structure models in case of transaction costs

J.J.A.G. Driessen, B. Melenberg and T.E. Nijman
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J.J.A.G. Driessen: Tilburg University, School of Economics and Management
B. Melenberg: Tilburg University, School of Economics and Management
T.E. Nijman: Tilburg University, School of Economics and Management

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Date: 2005
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