Carnegie Mellon University
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Design and Estimation of Affine Yield Models

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journal contribution
posted on 1991-05-01, 00:00 authored by David Backus, Chris I Telmer, Liuren Wu
Tepper School of Business

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Date

1991-05-01

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    Keywords

    pricing kernalsstochastic volatilityinterest rate caps and floorsBusiness and Management not elsewhere classified

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