Treasury auction results as interest rate predictors
Year of publication: |
1994
|
---|---|
Authors: | Larson, James Alan |
Publisher: |
New York [u.a.] : Garland |
Subject: | Öffentliche Anleihe | Public bond | Auktionstheorie | Auction theory | Zins | Interest rate | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States |
Description of contents: | Table of Contents [gbv.de] |
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Are US Treasury note or bond auction results predictors of future near-term interest rate movements?
Larson, James Alan, (1992)
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Measuring variability and stationarity of term premia for interest rate forecasting
DeGennaro, Ramon P., (1995)
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea, (2014)
- More ...
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Are US Treasury note or bond auction results predictors of future near-term interest rate movements?
Larson, James Alan, (1992)
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A binary logit estimation of factors affecting adoption of GPS guidance systems by cotton producers
Banerjee, Swagata, (2008)
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Larson, James Alan, (2010)
- More ...