Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Heather M. Anderson

A Cointegration Analysis of Treasury Bill Yields

Review of Economics and Statistics

Social Sciences

English

Single Source of Error State Space Approach to the Beveridge Nelson Decomposition

Economics Letters

English

Related publications

A Cointegration Analysis of Treasury Bill Yields

English

Treasury Bill Yields: Overlooked Information

SSRN Electronic Journal

English

Treasury Bill Futures as Hedges Against Inflation Risk

English

The Interbank Market in Kenya: An Event-Based Stress Analysis Based on Treasury Bill Market

European Scientific Journal, ESJ

English

Auctions With Resale Markets: An Exploratory Model of Treasury Bill Markets

Review of Financial Studies

English

The Arc Sine Law and the Treasury Bill Futures Market

Financial Analysts Journal

English

The Treasury Bill Futures Market and Market Expectations of Interest Rates

English

Pensions and Growth: A Cointegration Analysis

Applied and Computational Mathematics

English

Bayesian Reference Analysis of Cointegration

Econometric Theory

Social Sciences

English