Title: A Structural Model of the U.S. Government Securities Market (Routledge Library Editions: Econometrics)
Publisher: Routledge
Publication Date: 2018
Language: English
ISBN 10: 081535021X
ISBN 13: 9780815350217
Binding: Hardcover
Condition: New

About this title

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 the Author

V. Vance Roley is Dean of the University of Hawaii at Mānoa's Shidler College of Business.

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