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

January 1995

Publication Title

Research Papers in Economics

Recommended Citation

Brunner, Allan and Simon, David, "Excess returns and risk at the long end of the Treasury market: an EGARCH-M approach" (1995). Regis University Faculty Publications (comprehensive list). 1407.
https://epublications.regis.edu/facultypubs/1407