EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH‐M APPROACH

Authors

Allan Brunner, Federal Reserve System
David Simon, Bentley University

Document Type

Article

Publication Date

September 1996

Publication Title

Journal of Financial Research

Volume Number

19

Issue Number

3

DOI

10.1111/J.1475-6803.1996.TB00224.X

Recommended Citation

Brunner, Allan and Simon, David, "EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH‐M APPROACH" (1996). Regis University Faculty Publications (comprehensive list). 1405.
https://epublications.regis.edu/facultypubs/1405