Quadratic Term Structure Models: Theory and Evidence

Keyphrases

• Model Evidence 100%
• Model Theory 100%
• Quadratic Term Structure Models 100%
• Affine Term Structure Models 50%
• Bond Prices 33%
• United States 16%
• Empirical Performance 16%
• Quadratic Function 16%
• Quadratic Model 16%
• Goodness-of-fit Test 16%
• Admissibility 16%
• Efficient Method of Moments 16%
• Complete Classification 16%
• Square Root Model 16%
• Empirical Identification 16%
• Price Behavior 16%
• Term Structure Models 16%
• Nominal Terms 16%
• Double Square 16%

Mathematics

• Term Structure 100%
• State Variable 10%
• Quadratic Function 10%
• Goodness of Fit Test 10%
• Method of Moment 10%
• Square Root 10%
• Admissibility 10%
• Complete Classification 10%
• Quadratic Model 10%

Economics, Econometrics and Finance

• Yield Curve 100%
• Price 20%