Macroeconomic risk and Treasury bill pricing: an application of the Factor-Arch model
| Year of publication: |
1993
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| Authors: | Sill, Keith |
| Institutions: | Federal Reserve Bank of Philadelphia |
| Subject: | Government securities | Treasury bills |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 93-25 |
| Source: |
Persistent link: https://www.econbiz.de/10005389530