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