Treasury Bond risk and return, the implications for the hedging of consumption and lessons for asset pricing
Year of publication: |
2011
|
---|---|
Authors: | Michelfelder, Richard A. ; Pilotte, Eugene A. |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 63.2011, 6, p. 582-604
|
Publisher: |
Elsevier |
Subject: | Treasury Bond | Excess return | Volatility | Consumption | Hedge |
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