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Bent Jesper Christensen, Aarhus University

18-10-2019
Level 1 2019 Aarhus University

An Asset Pricing Approach to Testing General Term Structure Models

Christensen, B. J. and M. van der Wel. (2019). An asset pricing approach to testing general term structure models. Journal of Financial Economics, 134(1), 165-191

DOI: https://doi.org/10.1016/j.jfineco.2019.03.010