Time-Varying Volatility and the Dynamic Behavior of the Term Structure
收藏NBER1991-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3682
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资源简介：
In this paper, we consider a framework with which the cross sectional and time series behavior of the yield curve can be studied simultaneously. We examine the relationship between the yield curve and the time-varying conditional volatility of the Treasury bill market. We demonstrate that
提供机构：
美国国家经济研究局
创建时间：
1991-04-01
