Smith, L. Vanessa; Tambakis, Demosthenes - In: The European Journal of Finance 14 (2007) 2, pp. 75-89
The debt management policy changes of 1998-2001 and subsequent reversal of the US government's fiscal position have prompted research on the dynamics of the US Treasury bond market. The recursive break test procedure of Leybourne et al. (2003) is extended by using weighted-symmetric estimation...