Discrete-time models of bond pricing
By: David Backus, Silverio Foresi, Chris Telmer.
Contributors: Foresi, Silverio.; Telmer, Chris I.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6736; Working paper series (National Bureau of Economic Research) -- working paper no. 6736.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Bonds -- Prices -- United States -- Econometric models.
Other titles: Discrete time models of bond pricing; Bond pricing
Notes: "September 1998."

JEL no. E43, G12.

Includes bibliographical references (p. 30-31).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.