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Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments

Suhejla Hoti, Esfandiar Maasoumi, Michael McAleer, Daniel Slottje

Econometric Reviews, Volume: 28, Issue: 6

Swansea University Author: Esfandiar Maasoumi

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DOI (Published version): 10.1080/07474930802473736

Published in: Econometric Reviews
ISSN: 0747-4938 1532-4168
Published: 2009
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa15506
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spelling 2013-11-07T23:17:17.3440954 v2 15506 2013-08-16 Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 33fab00339be7eae91ef0ae1c6ee0c4b Esfandiar Maasoumi Esfandiar Maasoumi true false 2013-08-16 CBAE Journal Article Econometric Reviews 28 6 554 0747-4938 1532-4168 31 12 2009 2009-12-31 10.1080/07474930802473736 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2013-11-07T23:17:17.3440954 2013-08-16T09:29:04.3712149 Faculty of Humanities and Social Sciences School of Management - Business Management Suhejla Hoti 1 Esfandiar Maasoumi 2 Michael McAleer 3 Daniel Slottje 4
title Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
spellingShingle Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Esfandiar Maasoumi
title_short Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
title_full Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
title_fullStr Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
title_full_unstemmed Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
title_sort Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
author_id_str_mv 33fab00339be7eae91ef0ae1c6ee0c4b
author_id_fullname_str_mv 33fab00339be7eae91ef0ae1c6ee0c4b_***_Esfandiar Maasoumi
author Esfandiar Maasoumi
author2 Suhejla Hoti
Esfandiar Maasoumi
Michael McAleer
Daniel Slottje
format Journal article
container_title Econometric Reviews
container_volume 28
container_issue 6
publishDate 2009
institution Swansea University
issn 0747-4938
1532-4168
doi_str_mv 10.1080/07474930802473736
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Business Management{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Business Management
document_store_str 0
active_str 0
published_date 2009-12-31T10:48:16Z
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score 11.08899

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