The Treasury Yield Curve as a Cointegrated System

Authors
Michael G. Bradley Stephen A. Lumpkin
Citation
Michael G. Bradley et Stephen A. Lumpkin, The Treasury Yield Curve as a Cointegrated System, Journal of financial and quantitative analysis, 27(03), 1992, pp. 449
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
03
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:03<449:TTYCAA>2.0.ZU;2-P