مرکز منطقه ای اطلاع رساني علوم و فناوري - Term structure estimation from on-the-run Treasuries

Title of article :

Term structure estimation from on-the-run Treasuries

Author/Authors :

James V. Jordan، نويسنده , , Sattar A. Mansi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1487

To page :

1509

Keywords :

Term structure of interest rates , On-the-run Treasuries , Bond valuation , Liquidity

Journal title :

Journal of Banking and Finance

Serial Year :

2003

Journal title :

Journal of Banking and Finance

Record number :

193509

Link To Document :