Do Excess Holding-Period Returns Depend on the Composition of Outstanding Federal Debt?

The relationship between the composition of outstanding federal debt and the term structure of interest rates has been a much studied and debated subject. This note examines the relationship between the excess holding period returns and the composition of debt over the post-Accord period. The eviden...

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Veröffentlicht in:	Journal of money, credit and banking credit and banking, 1996-02, Vol.28 (1), p.132-139
Hauptverfasser:	Wallace, Myles S., Warner, John T.
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Bond markets Budget deficits Capital market Debt Debt management Economic aspects Economic theory Economics Effects Financial bonds Financial instruments Financial markets Fiscal policy Government bonds Interest rates Investments Maturity structure National debt Notes, Comments, Replies Outstanding debt Public debt Securities markets Stock returns Studies Yield curves Yield to maturity
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