Do bonds span the fixed income markets? Theory and evidence for unspanned stochastic volatility

Journal of Finance

Volumn 57, Issue 4, 2002, Pages 1685-1730

  Collin Dufresne, Pierre ^a   Goldstein, Robert S ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041669393     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00475     Document Type: Article

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