Empirical evidence on jumps in the term structure of the US Treasury Market
Mardi Dungey; Michael McKenzie; L. Vanessa Smith
| Year of publication: |
2009
|
|---|---|
| Authors: | Dungey, Mardi H. ; McKenzie, Michael D. ; Smith, L. Vanessa |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 430-445
|
| Subject: | Staatspapier | Government securities | Wertpapierhandel | Securities trading | Zinsstruktur | Yield curve | USA | United States | 2002-2006 |
| 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/10003856815