A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors
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Keywords
Term structure; canonical models;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-09-24 (Econometrics)
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