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*008020429s1996    xxu           000 u eng d
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*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990209500984702201
*035  $a(NO-LaBS)14832795(bibid)
*035  $a(NO-TrBIB)020950098
*035  $a020950098-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aArbitrage opportunities in arbitrage-free models of bond pricing
*260  $aCambridge, Mass.$bNBER$c1996
*300  $a39 s.
*4901 $aNBER working paper series$v5638
*7001 $aBackus, David K.$_24649300
*7001 $aForesi, Silverio$_24649400
*7001 $aZin, Stanley E.$_24649500
*7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v5638$w999105437124702201$_13074900
*901  $a60
*999  $aoai:nb.bibsys.no:990209500984702202$b2021-11-14T19:45:28Z$z990209500984702202
^