Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Year of publication: |
2005-10
|
---|---|
Authors: | Hoiti, Suhejla ; Maasoumi, Esfandiar ; McAleer, Michael ; Slottje, Daniel |
Institutions: | Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials |
Subject: | Treasury bills | debt instruments | risk | conditional volatility | conditional correlation | asymmetry | specialization | diversification | independence | forecasting |
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