A Structural Model of the U.S. Government Securities Market
Seiten
2018
Routledge (Verlag)
978-0-8153-5021-7 (ISBN)
Routledge (Verlag)
978-0-8153-5021-7 (ISBN)
Originally published in 1979. This study looks at 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.
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.
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.
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
| Erscheinungsdatum | 30.03.2018 |
|---|---|
| Reihe/Serie | Routledge Library Editions: Econometrics |
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 174 x 246 mm |
| Gewicht | 453 g |
| Themenwelt | Sozialwissenschaften ► Politik / Verwaltung ► Politische Systeme |
| Sozialwissenschaften ► Politik / Verwaltung ► Staat / Verwaltung | |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 0-8153-5021-X / 081535021X |
| ISBN-13 | 978-0-8153-5021-7 / 9780815350217 |
| Zustand | Neuware |
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