HOW WELL DO CONSTANT-MATURITY TREASURIES APPROXIMATE THE ON-THE-RUN TERM STRUCTURE?
| Year of publication: |
2000
|
|---|---|
| Authors: | Jordan, James V. ; Mansi, Sattar A. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 10.2000, 2, p. 35-45
|