The Mispricing of U.S. Treasury Bonds: A Case Study

Review of Financial Studies - United Kingdom
doi 10.1093/rfs/2.3.297
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Oxford University Press (OUP)

Related search

Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

Journal of Finance
AccountingEconomicsEconometricsFinance
2010English

Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

2007English

Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds

English

Liquidity and Volatility in the U.S. Treasury Market

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2020English

On the Supply Of, and Demand For, U.S. Treasury Debt

2018English

The U.S. Treasury Yield Curve: 1961 to the Present

Journal of Monetary Economics
EconomicsEconometricsFinance
2007English

The Auctions of Swiss Government Bonds : Should the Treasury Price Discriminate or Not?

Finance and Economics Discussion Series
1998English

Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks

SSRN Electronic Journal
2014English

Intermediaries as Information Aggregators: An Application to U.S. Treasury Auctions

SSRN Electronic Journal
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy