Do bonds span volatility risk in the U.S. treasury market?
Subtitle: a specification test for affine term structure models
By: Torben G. Andersen, Luca Benzoni.
Contributors: Benzoni, Luca.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12962.; Working paper series (National Bureau of Economic Research) -- working paper no. 12962.
Publisher: National Bureau of Economic Research
Published: 2007
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37
Subjects: Treasury bills -- United States -- Mathematical models; Government securities -- United States -- Mathematical models
Notes: "March 2007"

Includes bibliographical references (p. 35-41).

Also available in PDF from the NBER world wide web site (www.nber.org).