James V. Jordan

National Economic Research Associates

Affiliated Consultant

1255 23rd Street, NW, Suite 600

Washington, DC 20037

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 29,745

SSRN RANKINGS

Top 29,745

in Total Papers Downloads

1,524

CITATIONS

5

Scholarly Papers (4)

1.
Downloads 874 ( 26,124)
Citation 3

Term Structure Estimation from On-the-Run Treasuries

Number of pages: 30 Posted: 14 Nov 2001
James V. Jordan and Sattar Mansi
National Economic Research Associates and Virginia Polytechnic Institute & State University
Downloads 874 (25,698)
Citation 3

Abstract:

Loading...

Term Structure Estimation, Yield Curve Smoothing, On-the-run Treasuries, Bond Valuation

Term Structure Estimation from On-the-Run Treasuries

Journal of Banking and Finance, Forthcoming
Posted: 05 Dec 2001
Sattar Mansi and James V. Jordan
Virginia Polytechnic Institute & State University and National Economic Research Associates

Abstract:

Loading...

Term structure of interest rates, On-the-run Treasuries, Bond valuation, Liquidity

2.

How Well Do Constant Maturity Treasuries Approximate the On-the-Run Term Structure

Number of pages: 21 Posted: 30 Nov 2001
Sattar Mansi and James V. Jordan
Virginia Polytechnic Institute & State University and National Economic Research Associates
Downloads 506 (54,209)

Abstract:

Loading...

Term structure of interest rates; On-the-run Treasuries; Constant maturity series; Valuation

3.

An Application of Arbitrage Pricing Theory to Futures Markets: Tests of Normal Backwardation

The Journal of Futures Markets, Vol. 7, pp. 21-34, 1987
Number of pages: 14 Posted: 29 Jul 2011
Michael Ehrhardt, James V. Jordan and Ralph A. Walkling
University of Tennessee, Knoxville - Department of Finance, National Economic Research Associates and Drexel University - Lebow College of Business
Downloads 144 (200,970)

Abstract:

Loading...

4.

How Well Do Constant Maturity Treasuries Approximate the On-the-Run Term Structure?

Journal of Fixed Income, Vol. 10, September 2000
Posted: 29 Jun 2001 Last Revised: 10 Nov 2009
Sattar Mansi and James V. Jordan
Virginia Polytechnic Institute & State University and National Economic Research Associates

Abstract:

Loading...

Term structure of interest rates, on-the-run treasuries