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*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990209880524702201
*035  $a(NO-LaBS)14399948(bibid)
*035  $a(NO-TrBIB)020988052
*035  $a020988052-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aDiscrete-time models of bond pricing
*260  $aCambridge, Mass.$bNBER$c1998
*300  $a36 s.
*4901 $aNBER working paper series$v6736
*7001 $aBackus, David$_103832700
*7001 $aForesi, Silverio$_24649400
*7001 $aTelmer, Chris I.$_93480400
*7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v6736$w999105437124702201$_13074900
*901  $a60
*999  $aoai:nb.bibsys.no:990209880524702202$b2021-11-14T20:47:47Z$z990209880524702202
^