We are very grateful to anonymous referees for valuable comments and suggestions.
An Examination of Affine Term Structure Models*
Article first published online: 22 MAR 2010
2009 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 38, Issue 4, pages 491–519, August 2009
How to Cite
Byun, S.-J. and Lee, J.-T. (2009), An Examination of Affine Term Structure Models. Asia-Pacific Journal of Financial Studies, 38: 491–519. doi: 10.1111/j.2041-6156.2009.tb00021.x
- Issue published online: 22 MAR 2010
- Article first published online: 22 MAR 2010
- Received 9 June 2008, Accepted 8 October 2008
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