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.
ISBN: | 9780815350521 |
Publication date: | 25th June 2019 |
Author: | V Vance Roley |
Publisher: | Routledge an imprint of Taylor & Francis Inc |
Format: | Paperback |
Pagination: | 310 pages |
Series: | Routledge Library Editions: Econometrics |
Genres: |
Investment and securities Econometrics and economic statistics Political structure and processes |