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Risk and Return Trade-o in the U.S. Treasury Market

Éric Ghysels, Anh Le, Sunjin Park, Haoxiang Zhu
Year2014
Venue
Typearticle
Citations1
DOI(no DOI)
OpenAlexW2186402854

Topics

Financial Risk and Volatility ModelingTreasuryBondVolatility (finance)EconomicsEconometrics