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An Extension of the Five‐factor Affine Term Structure Model: Predicting Future Bond Returns*
An Extension of the Five‐factor Affine Term Structure Model: Predicting Future Bond Returns*
2021
Ga-Young (Kathy) Jang
Hyoung Goo Kang
Dong-Joon Lee
Keywords:
factor
Affine term structure model
extension
Applied mathematics
Bond
Mathematics
Correction
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