Forecasting with the term structure: The role of no-arbitrage restrictions

GR Duffee - 2011 - econstor.eu
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …
被引用次数：137 相关文章
[PDF] jhu.edu

[PDF][PDF] Forecasting with the term structure: The role of no-arbitrage restrictions

GR Duffee - econ2.jhu.edu
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …
[PDF] bde.es

[PDF][PDF] Forecasting with the term structure: The role of no-arbitrage restrictions

GR Duffee - bde.es
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …

Forecasting with the term structure: The role of no-arbitrage restrictions

G Duffee - 2011 - econpapers.repec.org
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …
[PDF] core.ac.uk

[PDF][PDF] Forecasting with the term structure: The role of no-arbitrage restrictions

GR Duffee - core.ac.uk
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …

Forecasting with the term structure: The role of no-arbitrage restrictions

G Duffee - 2011 - ideas.repec.org
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …
[PDF] jhu.edu

[PDF][PDF] Forecasting with the term structure: The role of no-arbitrage restrictions

GR Duffee - econ2.jhu.edu
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …
[PDF] bde.es

[PDF][PDF] Forecasting with the term structure: The role of no-arbitrage restrictions

GR Duffee - bde.es
No-arbitrage term structure models impose cross-sectional restrictions among yields and
can be used to impose dynamic restrictions on risk compensation. This paper evaluates the …