Structural Model of the U.S. Government Securities Market

Häftad, Engelska, 2019

Av V. Vance Roley, USA) Roley, V. Vance (University of Hawai‘i at Manoa

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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.

Produktinformation

Utgivningsdatum2019-06-25
Mått174 x 246 x undefined mm
Vikt570 g
FormatHäftad
SpråkEngelska
SerieRoutledge Library Editions: Econometrics
Antal sidor310
FörlagTaylor & Francis Inc
ISBN9780815350521

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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