SMEAL WIKI

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

Éric Ghysels, Anh Le, Sunjin Park, Haoxiang Zhu
Year2014
VenueSSRN Electronic Journal
Typepreprint
Citations12
DOI10.2139/ssrn.2403483
OpenAlexW2343407503

Topics

Financial Risk and Volatility ModelingTreasuryBondVolatility (finance)EconomicsEconometrics