Time-consistent no-arbitrage models of the term structure
By: Michael W. Brandt, Amir Yaron.
Contributors: Yaron, Amir.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9458.; Working paper series (National Bureau of Economic Research) -- working paper no. 9458.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Notes: "January 2003."

Includes bibliographical references.

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