Empirical evidence on jumps in the term structure of the US Treasury Market
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 |
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