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Tag: affine-model
2 items with this tag.
Apr 13, 2026
CIR / Square-Root Term Structure Model
term-structure
fixed-income
affine-model
no-arbitrage
Apr 13, 2026
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
term-structure
term-premium
monetary-policy
affine-model
Kalman-filter
survey-data
inflation-risk-premium