2002
Term Premia and Interest Rate Forecasts in Affine Models
The Journal of Finance OATop-listed
1.7k
cites
Faculty
Gregory R. Duffee is a Finance scholar at Johns Hopkins University. Research spans Credit Risk and Financial Regulations, Financial Markets and Investment Strategies, Stochastic processes and financial applications. 52 works, 6k citations (h-index 23).
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Affiliation on publications · Johns Hopkins University
The Journal of Finance OATop-listed
The Journal of FinanceTop-listed