How well do constant-maturity treasuries approximate the on-the-run term structure?
Year of publication: |
2000
|
---|---|
Authors: | Jordan, James V. ; Mansi, Sattar A. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 10.2000, 2, p. 35-45
|
Subject: | Zinsstruktur | Yield curve | Staatspapier | Government securities | Theorie | Theory | USA | United States | 1990-1997 |
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