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

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

Auteur: V. Vance Roley
Éditeur: Taylor & Francis
Édition: 1
Année de publication: 2018
ISBN: 9780815350521

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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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