Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility-Reference-Cited by-同舟云学术

Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

Published:2002-08 Issue:4 Volume:57 Page:1685-1730
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Collin-Dufresne Pierre,Goldstein Robert S.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference55 articles.

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5. A simple approach to three factor affine term structure models;Balduzzi;Journal of Fixed Income,1996

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