search query: @indexterm TREASURY BILLS / total: 46
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| Author: | Siegel, A. F. Nelson, C. R. |
| Title: | Long-term behaviour of yield curves. |
| Journal: | Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 105-110 |
| Index terms: | RATE OF RETURN TREASURY BILLS USA |
| Language: | eng |
| Abstract: | Review of yield curves at long-term maturities, earlier forward rates in the averaging process, the use of a "reciprocal maturity yield curve" and linearizing them over a shorter interval, using a yield curve for U.S. Treasury bills. Assumptions and results. Reciprocal maturity yield curve and conclusions. Two Figures illustrate the study. |
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