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Jordan, James V.'s
Scholarly Papers
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1,360 |
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Citations
14 |
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Term Structure Estimation from On-the-Run Treasuries
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Jordan, James V. National Economic Research Associates Mansi, Sattar Virginia Polytechnic Institute & State University
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Posted:
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14 Nov 01
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Last Revised:
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16 Feb 02
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Mansi, Sattar Virginia Polytechnic Institute & State University Jordan, James V. National Economic Research Associates
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Term structure of interest rates, On-the-run Treasuries, Bond valuation, Liquidity
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Jordan, James V. National Economic Research Associates Mansi, Sattar Virginia Polytechnic Institute & State University
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Term Structure Estimation, Yield Curve Smoothing, On-the-run Treasuries, Bond Valuation
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Mansi, Sattar Virginia Polytechnic Institute & State University Jordan, James V. National Economic Research Associates
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Term structure of interest rates; On-the-run Treasuries; Constant maturity series; Valuation
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Ehrhardt, Michael University of Tennessee, Knoxville - Department of Finance Jordan, James V. National Economic Research Associates Walkling, Ralph A. Drexel University - Lebow College of Business
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4.
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Mansi, Sattar Virginia Polytechnic Institute & State University Jordan, James V. National Economic Research Associates
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29 Jun 01
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Last Revised:
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10 Nov 09
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Term structure of interest rates, on-the-run treasuries
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