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Further evidence on segmentation in the treasury bill market
Simon, David P. - In: Journal of banking & finance 18 (1994) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10001156039
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Segmentation in the treasury bill market : evidence from cash management bills
Simon, David P. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10001102363
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Excess returns and risk at the long end of the treasury market : an EGARCH-M approach
Brunner, Allan D.; Simon, David P. - 1995
Persistent link: https://www.econbiz.de/10000921940