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    A Structural Model of the U.S. Government Securities Market

    A Structural Model of the U.S. Government Securities Market

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    • Format
    • Bog, hardback
    • Engelsk
    • 306 sider

    Beskrivelse

    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.

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    Detaljer
    • SprogEngelsk
    • Sidetal306
    • Udgivelsesdato06-03-2018
    • ISBN139780815350217
    • Forlag Routledge
    • FormatHardback
    Størrelse og vægt
  • Vægt453 g
    • coffee cup img
    10 cm
    book img
    17,4 cm
    24,6 cm

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    Government securities Market value Government Finance Portfolio Selection Theory Absolute Risk Aversion Asset Demands Bliss Point Assets Case Asset Demand Equations Endogenous Interest Rates Comparative Statics Properties Constant Relative Risk Aversion Endogenous Assets Government Bonds Holding Period Yields government investment Government Securities Market Initial Wealth Level Initial Wealth Expected Utility Maximization Nonfinancial Corporate Businesses Negative Exponential Utility Function Portfolio Selection Model government economics Riskless Asset Portfolio Selection Problem securities market Sharpe Lintner Capital Asset Pricing Model Symmetric Coefficient Matrix Maturity Classes structural model Multiperiod Model Relative Risk Aversion Portfolio Rate United States Government Securities U.S. Government securities
    Machine Name: SAXO083