The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure ModelsJens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch
NBER Working Paper No. 13611 ---- Acknowledgements ----- The views expressed are those of the authors and do not necessarily reflect the views of others at the Federal Reserve Bank of San Francisco. Georg Strasser provided excellent research assistance. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research. |
National Bureau of Economic Research, 1050 Massachusetts Ave.,
Cambridge, MA 02138; 617-868-3900; email: info@nber.org
Contact Us
Contact Us
People
James Poterba, presidentJames Poterba is President of the National Bureau of Economic Research. He is also the Mitsui Professor of Economics at M.I.T. |
NBER ResearchersResearchers by NBER ProgramComplete NBER Research Family List |
 |
Other People LinksStaffBoard of Directors |
Close