Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
Article first published online: 19 MAR 2010
© 2010 the American Finance Association
The Journal of Finance
Volume 65, Issue 2, pages 603–653, April 2010
How to Cite
ANDERSEN, T. G. and BENZONI, L. (2010), Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. The Journal of Finance, 65: 603–653. doi: 10.1111/j.1540-6261.2009.01546.x
- Issue published online: 19 MAR 2010
- Article first published online: 19 MAR 2010
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