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How well do constant-maturity treasuries approximate the on-the-run term structure?
Jordan, James V.; Mansi, Sattar A. - In: The journal of fixed income 10 (2000) 2, pp. 35-45
Persistent link: https://www.econbiz.de/10001530305
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Duration, Convexity, and Time as Components of Bond Returns
Chance, Don M.; Jordan, James V. - In: The journal of fixed income 6 (1996) 2, pp. 88-96
Persistent link: https://www.econbiz.de/10007323377
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HOW WELL DO CONSTANT-MATURITY TREASURIES APPROXIMATE THE ON-THE-RUN TERM STRUCTURE?
Jordan, James V.; Mansi, Sattar A. - In: The journal of fixed income 10 (2000) 2, pp. 35-45
Persistent link: https://www.econbiz.de/10007177497