Excess returns and risk at the long end of the treasury market an EGARCH-M approach
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Washington, DC
Board of Governors of the Federal Reserve System
1995
|
| Schriftenreihe: | International finance discussion papers
522 |
| Schlagworte: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV010718342 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t| | ||
| 008 | 960424s1995 xx |||| 00||| eng d | ||
| 035 | |a (OCoLC)33152800 | ||
| 035 | |a (DE-599)BVBBV010718342 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-703 | ||
| 050 | 0 | |a HG3881.U53 | |
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Brunner, Allan D. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Excess returns and risk at the long end of the treasury market |b an EGARCH-M approach |c Allan D. Brunner ; David P. Simon |
| 264 | 1 | |a Washington, DC |b Board of Governors of the Federal Reserve System |c 1995 | |
| 300 | |a 22 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a International finance discussion papers |v 522 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Rate of return |x Econometric models | |
| 650 | 4 | |a Treasury bills |z Prices |x Econometric models | |
| 700 | 1 | |a Simon, David P. |e Verfasser |4 aut | |
| 830 | 0 | |a International finance discussion papers |v 522 |w (DE-604)BV004858255 |9 522 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-007156923 | |
Datensatz im Suchindex
| _version_ | 1819240503492739072 |
|---|---|
| any_adam_object | |
| author | Brunner, Allan D. Simon, David P. |
| author_facet | Brunner, Allan D. Simon, David P. |
| author_role | aut aut |
| author_sort | Brunner, Allan D. |
| author_variant | a d b ad adb d p s dp dps |
| building | Verbundindex |
| bvnumber | BV010718342 |
| callnumber-first | H - Social Science |
| callnumber-label | HG3881 |
| callnumber-raw | HG3881.U53 |
| callnumber-search | HG3881.U53 |
| callnumber-sort | HG 43881 U53 |
| callnumber-subject | HG - Finance |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)33152800 (DE-599)BVBBV010718342 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01173nam a2200337 cb4500</leader><controlfield tag="001">BV010718342</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">960424s1995 xx |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)33152800</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV010718342</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG3881.U53</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Brunner, Allan D.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Excess returns and risk at the long end of the treasury market</subfield><subfield code="b">an EGARCH-M approach</subfield><subfield code="c">Allan D. Brunner ; David P. Simon</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, DC</subfield><subfield code="b">Board of Governors of the Federal Reserve System</subfield><subfield code="c">1995</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">22 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">International finance discussion papers</subfield><subfield code="v">522</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rate of return</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Treasury bills</subfield><subfield code="z">Prices</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Simon, David P.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">International finance discussion papers</subfield><subfield code="v">522</subfield><subfield code="w">(DE-604)BV004858255</subfield><subfield code="9">522</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007156923</subfield></datafield></record></collection> |
| id | DE-604.BV010718342 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-23T14:09:03Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007156923 |
| oclc_num | 33152800 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | 22 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Board of Governors of the Federal Reserve System |
| record_format | marc |
| series | International finance discussion papers |
| series2 | International finance discussion papers |
| spelling | Brunner, Allan D. Verfasser aut Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon Washington, DC Board of Governors of the Federal Reserve System 1995 22 S. txt rdacontent n rdamedia nc rdacarrier International finance discussion papers 522 Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models Simon, David P. Verfasser aut International finance discussion papers 522 (DE-604)BV004858255 522 |
| spellingShingle | Brunner, Allan D. Simon, David P. Excess returns and risk at the long end of the treasury market an EGARCH-M approach International finance discussion papers Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models |
| title | Excess returns and risk at the long end of the treasury market an EGARCH-M approach |
| title_auth | Excess returns and risk at the long end of the treasury market an EGARCH-M approach |
| title_exact_search | Excess returns and risk at the long end of the treasury market an EGARCH-M approach |
| title_full | Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon |
| title_fullStr | Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon |
| title_full_unstemmed | Excess returns and risk at the long end of the treasury market an EGARCH-M approach Allan D. Brunner ; David P. Simon |
| title_short | Excess returns and risk at the long end of the treasury market |
| title_sort | excess returns and risk at the long end of the treasury market an egarch m approach |
| title_sub | an EGARCH-M approach |
| topic | Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models |
| topic_facet | Ökonometrisches Modell Rate of return Econometric models Treasury bills Prices Econometric models |
| volume_link | (DE-604)BV004858255 |
| work_keys_str_mv | AT brunneralland excessreturnsandriskatthelongendofthetreasurymarketanegarchmapproach AT simondavidp excessreturnsandriskatthelongendofthetreasurymarketanegarchmapproach |