%0 Journal Article %1 P�rignon2007 %A Pérignon, Christophe %A Smith, Daniel R. %D 2007 %J Journal of Banking & Finance %K Yields %N 10 %P 3125--3144 %T Yield-factor volatility models %U http://www.sciencedirect.com/science/article/B6VCY-4MWPSJ0-H/1/dffc7acfd66b7352a430840fbca3bf40 %V 31

@article{P�rignon2007, added-at = {2008-04-22T13:53:19.000+0200}, author = {P{\'e}rignon, Christophe and Smith, Daniel R.}, biburl = {https://www.bibsonomy.org/bibtex/266b509ada13dbd9f9aedeeb3f0dc1c49/smicha}, description = {Journal of Banking & Finance}, interhash = {d0aeacd3d586502df22640fab1f0bbbb}, intrahash = {66b509ada13dbd9f9aedeeb3f0dc1c49}, journal = {Journal of Banking \& Finance}, keywords = {Yields}, month = Oct, number = 10, pages = {3125--3144}, timestamp = {2008-04-22T13:55:58.000+0200}, title = {Yield-factor volatility models}, url = {http://www.sciencedirect.com/science/article/B6VCY-4MWPSJ0-H/1/dffc7acfd66b7352a430840fbca3bf40}, volume = 31, year = 2007 }