An edition of Time-varying volatility and the dynamic behavior of the term structure (1991)

Time-varying volatility and the dynamic behavior of the term structure

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Time-varying volatility and the dynamic behav ...
R. F. Engle, R. F. Engle
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Last edited by WorkBot
January 18, 2010 | History
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An edition of Time-varying volatility and the dynamic behavior of the term structure (1991)

Time-varying volatility and the dynamic behavior of the term structure

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
27

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Subjects

Econometric models, Treasury bills, Rate of return, Liquidity (Economics), Stock exchanges
Edition Availability
Cover of: Time-varying volatility and the dynamic behavior of the term structure
Time-varying volatility and the dynamic behavior of the term structure
1991, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"April 1991."

Includes bibliographical references (p. 26-27).

Binghamton University Libraries' copy bound with: Trade liberalization in a multinational-dominated industry : a theoretical and applied general-equilibrium analysis.

Published in
Cambridge, MA
Series
NBER working papers series -- working paper no. 3682, Working paper series (National Bureau of Economic Research) -- working paper no. 3682.
Other Titles
Time varying volatility and the dynamic behavior of the term structure.

The Physical Object

Pagination
27 p. :
Number of pages
27

ID Numbers

Open Library
OL22438825M

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January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page