| A Structural Model of the U.S. Government Securities Market Contributor(s): Roley, V. Vance (Author) |
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ISBN: 081535021X ISBN-13: 9780815350217 Publisher: Routledge OUR PRICE: $158.40 Product Type: Hardcover - Other Formats Published: March 2018 |
| Additional Information |
| BISAC Categories: - Business & Economics | Economic History - Business & Economics | Economics - General |
| Series: Routledge Library Editions: Econometrics |
| Physical Information: 306 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |