Examining The Behavior Of Treasury Yields Using A Dynamic Taylor-Type Rule
نویسندگان
چکیده
منابع مشابه
the investigation of the relationship between type a and type b personalities and quality of translation
چکیده ندارد.
Treasury Bill Yields : Overlooked Information ∗
Suppose a risk premium factor denotes the time-varying market prices of risk in the Treasury bond market. The question is whether the risk premium factor affects bond prices. Equivalently, we may ask whether the factor is spanned by the crosssection of term structure. This paper finds that the factor is almost but not completely hidden from term structure. Particularly, Treasury bill yields are...
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ژورنال
عنوان ژورنال: Journal of Business & Economics Research (JBER)
سال: 2011
ISSN: 2157-8893,1542-4448
DOI: 10.19030/jber.v6i6.2437