Work

Can Affine Models Match the Moments in Bond Yields?

Year: 2008

Type: article

Source: Quarterly Journal of Finance

DOI: 10.1142/s2010139216500099

Author: Peter Feldhütter

Institution: London Business School

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121362773

FWCI: 2.569

Cites: 62

Cited by: 17

Related to: 10