A Structural Model of the U.S. Government Securities Market
ISBN: 9781351140485
Platform/Publisher: Taylor & Francis / Routledge
Digital rights: Users: Unlimited; Printing: Unlimited; Download: Unlimited



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.


V. Vance Roley is Dean of the University of Hawaii at Mānoa's Shidler College of Business.

hidden image for function call