Structural Model of the U.S. Government Securities Market

AvV. Vance Roley

Häftad, Engelska, 2019

Del i serien Routledge Library Editions: Econometrics

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2019-06-25
Mått:174 x 246 x undefined mm
Vikt:570 g
Format:Häftad
Språk:Engelska
Serie:Routledge Library Editions: Econometrics
Antal sidor:310
Förlag:Taylor & Francis Inc
ISBN:9780815350521

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Mer om författaren

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

Innehållsförteckning

Preface 1. Introduction 2. Microeconomic Foundations of Asset Demand Equations 3. Properties of Asset Demand Equations Derived from Mean-Variance Analysis: Some General Results 4. The Portfolio Selection Problem of Depository Financial Intermediaries, and the Demand for U.S. Government Securities 5. Empirical Results for the Structural Model of the U.S. Government Securities Market 6. Summary and Conclusions