The treasury yield curve as a cointegrated system

Michael G. Bradley and Stephen A. Lumpkin

No 106, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Government securities; Interest rates; Treasury bills (search for similar items in EconPapers)
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:106

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