Han is from the McCombs School of Business at the University of Texas, Austin. I am grateful to Martin Dierker, Heber Farnsworth, Mark Grinblatt, Jean Helwege, Jason Hsu, Jingzhi Huang, Christopher Jones, Andrew Karolyi, Francis Longstaff, Monika Piazzesi, Pedro Santa-Clara, Robert Stambaugh, Kenneth Singleton, an anonymous referee, and seminar participants at the Ohio State University for many useful comments. All errors are my own. Financial support from the Dice Center for Financial Economics at the Ohio State University is acknowledged.
Stochastic Volatilities and Correlations of Bond Yields
Version of Record online: 8 MAY 2007
© 2007 the American Finance Association
The Journal of Finance
Volume 62, Issue 3, pages 1491–1524, June 2007
How to Cite
HAN, B. (2007), Stochastic Volatilities and Correlations of Bond Yields. The Journal of Finance, 62: 1491–1524. doi: 10.1111/j.1540-6261.2007.01242.x
- Issue online: 8 MAY 2007
- Version of Record online: 8 MAY 2007
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