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Duffee, Gregory R., 2002, Term Premia and Interest Rate Forecasts in Affine Models, Journal of Finance 57, 405--443.

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The Risk-Based Capital Test for Fannie Mae and - Freddie Mac Dwight   (Correct)

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Duffee, Gregory R., 2002, Term Premia and Interest Rate Forecasts in Affine Models, Journal of Finance 57, 405--443.


No-Arbitrage Taylor Rules - Andrew Ang Columbia   (Correct)

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Duffee, G. R., 2002, "Term Premia and Interest Rate Forecasts in Affine Models," Journal of Finance, 57, 405443.

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