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

Business & Finance, Economics, Economic History
Cover of the book A Structural Model of the U.S. Government Securities Market by V. Vance Roley, Taylor and Francis
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Author: V. Vance Roley ISBN: 9781351140461
Publisher: Taylor and Francis Publication: March 5, 2018
Imprint: Routledge Language: English
Author: V. Vance Roley
ISBN: 9781351140461
Publisher: Taylor and Francis
Publication: March 5, 2018
Imprint: Routledge
Language: English

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.

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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.

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