Susceptibility of the yield on US Treasury securities to external supply shocks : VAR analysis
M. Moosa Khan; Rahim M. Quazi; Syed M. Ahmed
| Year of publication: |
2014
|
|---|---|
| Authors: | Khan, M. M. Moosa ; Quazi, Rahim M. ; Ahmed, Syed Mushtaque |
| Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 26.2014, 3, p. 256-274
|
| Subject: | Treasury supply | Treasury yields | supply elasticity of Treasury yields | Staatspapier | Government securities | USA | United States | Rendite | Yield | Öffentliche Anleihe | Public bond | Schock | Shock | Kapitaleinkommen | Capital income | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378775