The relative pricing of U.S. Treasury STRIPS: Empirical evidence

Journal of Financial Economics

Volumn 56, Issue 1, 2000, Pages 89-123

  Jordan, Bradford D ^a   Jorgensen, Randy D ^b   Kuipers, David R ^c  

^a UNIVERSITY OF KENTUCKY   (United States)

^b CREIGHTON UNIVERSITY   (United States)

^c TEXAS TECH UNIVERSITY   (United States)

Author keywords

G12; G13; Market integration; Reconstitution; Stripping; Treasury bond; Treasury STRIPS

Indexed keywords

EID: 0012336719     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(99)00060-4     Document Type: Article

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