An international examination of affine term structure models and the expectations hypothesis

Journal of Financial and Quantitative Analysis

Volumn 42, Issue 1, 2007, Pages 41-80

  Tang, Huarong ^a   Xia, Yihong ^b  

^a LEHMAN BROTHERS   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33947657049     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000002180     Document Type: Article

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