Excess returns and risk at the long end of the treasury market: An egarch-m approach

Journal of Financial Research

Volumn 19, Issue 3, 1996, Pages 443-457

  Brunner, Allan D ^a   Simon, David P ^b  

^a FEDERAL RESERVE BOARD   (United States)

^b BENTLEY COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011686281     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1996.tb00224.x     Document Type: Article

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