A Structural Model of the U.S. Government Securities Market
| Author | : V. Vance Roley |
| Publisher | : Routledge |
| Total Pages | : 306 |
| Release | : 2018-03-05 |
| ISBN-13 | : 9781351140478 |
| ISBN-10 | : 1351140477 |
| Rating | : 4/5 (77 Downloads) |
Book Synopsis A Structural Model of the U.S. Government Securities Market by : V. Vance Roley
Download or read book A Structural Model of the U.S. Government Securities Market written by V. Vance Roley and published by Routledge. This book was released on 2018-03-05 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1979. This study focuses primarily on the development of a structural model for the U. S. Government securities market, ie. the specification and estimation of the demands for disaggregated maturity classes of U.S. Government securities by the individual investor groups participating in the market. A particularly important issue addressed involves the extent of the substitution relationship among different maturity classes of U.S. Government securities.
