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A Structural Model of the U.S. Government Securities Market

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A Structural Model of the U.S. Government Securities Market Synopsis

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.

About This Edition

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