The treasury yield curve as a cointegrated system
Michael G. Bradley and Stephen A. Lumpkin
| Year of publication: |
1992
|
|---|---|
| Authors: | Bradley, Michael G. |
| Other Persons: | Lumpkin, Stephen A. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 3, p. 449-463
|
| Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | USA | United States | 1972-1988 |
| 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/10001129735