A Structural Model of the U.S. Government Securities Market
1st Edition
Published on 5. March 2018
310 pages
978-1-351-14046-1 (ISBN)
Description
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.
More details
Series
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Product notice
Reflowable
File size
10,50 MB
ISBN-13
978-1-351-14046-1 (9781351140461)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
V. Vance Roley
A Structural Model of the U.S. Government Securities Market
Book
06/2019
1st Edition
Routledge
€62.08
Shipment within 15-20 days
V. Vance Roley
A Structural Model of the U.S. Government Securities Market
Book
03/2018
1st Edition
Routledge
€193.13
Shipment within 15-20 days
Person
V. Vance Roley is Dean of the University of Hawaii at Manoa's Shidler College of Business.
Content
Preface 1. Introduction 2. Microeconomic Foundations of Asset Demand Equations 3. Properties of Asset Demand Equations Derived from Mean-Variance Analysis: Some General Results 4. The Portfolio Selection Problem of Depository Financial Intermediaries, and the Demand for U.S. Government Securities 5. Empirical Results for the Structural Model of the U.S. Government Securities Market 6. Summary and Conclusions
