Excess returns and risk at the long end of the treasury market: an EGARCH-M approach
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Washington, DC
Board of Governors of the Federal Reserve System
1995
|
| Series: | International finance discussion papers
522 |
| Subjects: | |
| Physical Description: | 22 S. |
Staff View
MARC
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Record in the Search Index
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| author | Brunner, Allan D. Simon, David P. |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:57:45Z |
| institution | BVB |
| language | English |
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| physical | 22 S. |
| publishDate | 1995 |
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| publisher | Board of Governors of the Federal Reserve System |
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| series | International finance discussion papers |
| series2 | International finance discussion papers |
| spelling | Brunner, Allan D. Verfasser aut Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon Washington, DC Board of Governors of the Federal Reserve System 1995 22 S. txt rdacontent n rdamedia nc rdacarrier International finance discussion papers 522 Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models Simon, David P. Verfasser aut International finance discussion papers 522 (DE-604)BV004858255 522 |
| spellingShingle | Brunner, Allan D. Simon, David P. Excess returns and risk at the long end of the treasury market an EGARCH-M approach International finance discussion papers Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models |
| title | Excess returns and risk at the long end of the treasury market an EGARCH-M approach |
| title_auth | Excess returns and risk at the long end of the treasury market an EGARCH-M approach |
| title_exact_search | Excess returns and risk at the long end of the treasury market an EGARCH-M approach |
| title_full | Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon |
| title_fullStr | Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon |
| title_full_unstemmed | Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon |
| title_short | Excess returns and risk at the long end of the treasury market |
| title_sort | excess returns and risk at the long end of the treasury market an egarch m approach |
| title_sub | an EGARCH-M approach |
| topic | Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models |
| topic_facet | Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models |
| volume_link | (DE-604)BV004858255 |
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