Work

Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

Year: 2010

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.2009.01546.x

Authors: TORBEN G. ANDERSEN, LUCA BENZONI

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122818389

FWCI: 15.04

Cites: 118

Cited by: 127

Related to: 10