The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models
NBER Working Paper No. 13611
---- Acknowledgments ----
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.